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V-Lab

iShares Nasdaq Premium Income Active ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

21.89%

decreased by 0.32%

1 Week

21.71%

decreased by 0.50%

1 Month

21.29%

decreased by 0.92%

Analysis last updated: Saturday, July 25, 2026 at 02:20 AM UTC

Date Range:

from

to

6M ·

All

graph of iShares Nasdaq Premium Income Active ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 3, 2025 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. Returns follow a Student-t distribution with v = 13.77 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

1.7047
6.17***
α

ARCH

Response to squared shocks

0.0507
2.73***
β

GARCH

Volatility persistence

0.9155
9.99***
ν

DF

Student-t tail thickness

13.7681
0.14

Persistence:

0.915

Half-life:

8 days