V-Lab
Eventide International ETF Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, August 17th, 2026
1 Day
10.29%
unchanged at 0.00%
1 Week
10.29%
unchanged at 0.00%
1 Month
10.30%
increased by 0.01%
Analysis last updated: Friday, August 14, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 17, 2025 to Aug 14, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 10345 trading days (~41.1 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7683 | 0.11 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9999 | 0.19 |
Spline Coefficients
K=1
| γ1 | -14.9349 | -0.05 |
Persistence:
1.000
Half-life:
10345 days
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