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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

Date Range:

from

to

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 Sep 5, 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 = 2.81 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 = 2.81 · fat tails
ParamValuet-stat
ωconst31.7409
0.97
αARCH0.1327
4.87***
βGARCH0.9342
13.59***
νDF2.8077
3.65***

0.934

Persistence

10d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-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