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Ripple to US Dollar GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, September 28th, 2026

1 Day

72.29%

decreased by 10.71%

1 Week

74.59%

decreased by 8.41%

1 Month

80.38%

decreased by 2.62%

Analysis last updated: Monday, September 28, 2026 at 06:03 AM UTC

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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 26, 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
ωconst31.7255
0.97
αARCH0.1313
4.89***
βGARCH0.9350
13.74***
νDF2.8078
3.64***

0.935

Persistence

10d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

31.7255
0.97
α

ARCH

Response to squared shocks

0.1313
4.89***
β

GARCH

Volatility persistence

0.9350
13.74***
ν

DF

Student-t tail thickness

2.8078
3.64***

Persistence:

0.935

Half-life:

10 days