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V-Lab

Eventide International ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

13.51%

increased by 0.49%

1 Week

13.70%

increased by 0.68%

1 Month

14.25%

increased by 1.23%

Analysis last updated: Friday, August 21, 2026 at 10:21 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 Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days. Returns follow a Student-t distribution with v = 5.64 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

0.9722
2.19**
α

ARCH

Response to squared shocks

0.0612
2.24**
β

GARCH

Volatility persistence

0.9580
50.28***
ν

DF

Student-t tail thickness

5.6396
0.62

Persistence:

0.958

Half-life:

16 days