V-Lab
Ripple to US Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 19th, 2026
1 Day
44.19%
decreased by 2.61%
1 Week
51.41%
increased by 4.61%
1 Month
67.24%
increased by 20.44%
Analysis last updated: Wednesday, August 19, 2026 at 06:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 7, 2018 to Aug 15, 2026Model Insight
Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days. Returns follow a Student-t distribution with v = 2.83 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 31.5209 | 3.80*** |
α ARCH Response to squared shocks | 0.1314 | 19.94*** |
β GARCH Volatility persistence | 0.9387 | 57.67*** |
ν DF Student-t tail thickness | 2.8305 | 14.63*** |
Persistence:
0.939
Half-life:
11 days
Other Ripple to US Dollar Analyses
Other GAS-GARCH Student T Analyses on Currencies