Baron Technology ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
34.26%
decreased by 0.82%
1 Week
33.73%
decreased by 1.35%
1 Month
32.46%
decreased by 2.62%
Analysis last updated: Wednesday, July 15, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 15, 2025 to Jul 10, 2026Model 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 = 24.67 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.7761 | 10.48*** |
α ARCH Response to squared shocks | 0.0681 | 4.22*** |
β GARCH Volatility persistence | 0.9112 | 18.41*** |
ν DF Student-t tail thickness | 24.6651 | 0.10 |
Persistence:
0.911
Half-life:
7 days
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