V-Lab
FT Vest US EQ MO BU ETF July GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
6.94%
increased by 0.70%
1 Week
7.04%
increased by 0.80%
1 Month
7.37%
increased by 1.13%
Analysis last updated: Saturday, September 12, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 24, 2023 to Sep 11, 2026Model Insight
Volatility shocks decay with a half-life of 53 trading days, meaning a shock loses half its impact after approximately 53 days. Returns follow a Student-t distribution with v = 4.00 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
Shock decay: Shocks decay with a 53-day half-lifev = 4.00 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.3973 | 1.26 |
| αARCH | 0.1452 | 9.50*** |
| βGARCH | 0.9871 | 102.91*** |
| νDF | 3.9995 | 4.52*** |
0.987
Persistence53d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3973 | 1.26 |
α ARCH Response to squared shocks | 0.1452 | 9.50*** |
β GARCH Volatility persistence | 0.9871 | 102.91*** |
ν DF Student-t tail thickness | 3.9995 | 4.52*** |
Persistence:
0.987
Half-life:
53 days
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