Eventide International ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
18.18%
decreased by 0.96%
1 Week
18.06%
decreased by 1.08%
1 Month
17.69%
decreased by 1.45%
Analysis last updated: Monday, July 20, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 17, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 18 trading days, meaning a shock loses half its impact after approximately 18 days. Returns follow a Student-t distribution with v = 5.72 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 | 1.0802 | 2.13** |
α ARCH Response to squared shocks | 0.0611 | 1.69* |
β GARCH Volatility persistence | 0.9624 | 83.31*** |
ν DF Student-t tail thickness | 5.7169 | 0.59 |
Persistence:
0.962
Half-life:
18 days
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