V-Lab
Ripple to US Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, September 8th, 2026
1 Day
63.21%
decreased by 3.05%
1 Week
67.00%
increased by 0.74%
1 Month
76.13%
increased by 9.87%
Analysis last updated: Tuesday, September 8, 2026 at 06:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 7, 2018 to Sep 5, 2026Model 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 = 2.81 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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Shock decay: Shocks decay with a 10-day half-lifev = 2.81 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 31.7409 | 0.97 |
| αARCH | 0.1327 | 4.87*** |
| βGARCH | 0.9342 | 13.59*** |
| νDF | 2.8077 | 3.65*** |
0.934
Persistence10d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 31.7409 | 0.97 |
α ARCH Response to squared shocks | 0.1327 | 4.87*** |
β GARCH Volatility persistence | 0.9342 | 13.59*** |
ν DF Student-t tail thickness | 2.8077 | 3.65*** |
Persistence:
0.934
Half-life:
10 days
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