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
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 7, 2018 to Oct 17, 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 = 2.80 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
| Param | Value | t-stat |
|---|---|---|
| ωconst | 31.4965 | 0.98 |
| αARCH | 0.1329 | 4.85*** |
| βGARCH | 0.9331 | 13.46*** |
| νDF | 2.8019 | 3.66*** |
0.933
Persistence10d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-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
Other Ripple to US Dollar Analyses
Other GAS-GARCH Student T Analyses on Currencies