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V-Lab

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

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

22.03%

increased by 1.16%

1 Week

21.80%

increased by 0.93%

1 Month

21.28%

increased by 0.41%

Analysis last updated: Tuesday, July 21, 2026 at 09:27 PM 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 17, 2026

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days. Returns follow a Student-t distribution with v = 12.67 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

1.6983
5.92***
α

ARCH

Response to squared shocks

0.0566
2.32**
β

GARCH

Volatility persistence

0.9026
9.75***
ν

DF

Student-t tail thickness

12.6678
0.16

Persistence:

0.903

Half-life:

7 days