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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

Date Range:

from

to

6M ·

All

graph of Founders 100 ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 18, 2025 to Aug 7, 2026

Model 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

ParameterValuet-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