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Ripple to US Dollar GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, October 19th, 2026

1 Day

61.21%

decreased by 1.19%

1 Week

65.35%

increased by 2.95%

1 Month

75.18%

increased by 12.78%

Analysis last updated: Sunday, October 18, 2026 at 06:05 AM UTC

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Date Range:

from

10/17/2024

to

10/17/2026

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ripple to US Dollar GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 7, 2018 to Oct 17, 2026

Model Insight

Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. Returns follow a Student-t distribution with v = 2.80 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

Shock decay: Shocks decay with a 10-day half-lifev = 2.80 · fat tails
ParamValuet-stat
ωconst31.4965
0.98
αARCH0.1329
4.85***
βGARCH0.9331
13.46***
νDF2.8019
3.66***

0.933

Persistence

10d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

31.4965
0.98
α

ARCH

Response to squared shocks

0.1329
4.85***
β

GARCH

Volatility persistence

0.9331
13.46***
ν

DF

Student-t tail thickness

2.8019
3.66***

Persistence:

0.933

Half-life:

10 days