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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Eventide International ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 17, 2025 to Jul 17, 2026

Model 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

ParameterValuet-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