Baron Technology ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
34.61%
decreased by 1.83%
1 Week
34.04%
decreased by 2.40%
1 Month
32.66%
decreased by 3.78%
Analysis last updated: Friday, October 23, 2026 at 10:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 15, 2025 to Oct 23, 2026Model 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 = 34.61 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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Shock decay: Shocks decay with a 8-day half-lifev = 34.61 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 3.7911 | 3.52*** |
| αscore | 0.0701 | 1.51 |
| βpersistence | 0.9136 | 6.02*** |
| νDF | 34.6087 | 0.02 |
0.914
Persistence8d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 3.7911 | 3.52*** |
α score Weight on the scaled score | 0.0701 | 1.51 |
β persistence Volatility persistence | 0.9136 | 6.02*** |
ν DF Student-t tail thickness | 34.6087 | 0.02 |
Persistence:
0.914
Half-life:
8 days
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