V-Lab
Founders 100 ETF GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
34.89%
increased by 0.73%
1 Week
34.13%
decreased by 0.03%
1 Month
32.25%
decreased by 1.91%
Analysis last updated: Saturday, August 8, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2025 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2960 | 5.31*** |
α ARCH Response to squared shocks | 0.1306 | 6.49*** |
β GARCH Volatility persistence | 0.7847 | 25.18*** |
Persistence:
0.915
Half-life:
8 days
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