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V-Lab

Global X Artfcl ITL & TCH IN GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

33.07%

decreased by 1.11%

1 Week

32.57%

decreased by 1.61%

1 Month

31.05%

decreased by 3.13%

Analysis last updated: Tuesday, July 21, 2026 at 12:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Global X Artfcl ITL & TCH IN GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 15, 2024 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 14 trading days, meaning a shock loses half its impact after approximately 14 days. Returns follow a Student-t distribution with v = 7.95 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.9482
6.04***
α

ARCH

Response to squared shocks

0.1104
6.43***
β

GARCH

Volatility persistence

0.9504
133.20***
ν

DF

Student-t tail thickness

7.9472
1.44

Persistence:

0.950

Half-life:

14 days