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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Baron Technology ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 15, 2025 to Jul 10, 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 = 24.67 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

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