V-Lab
Unusual Whales Subversive Republican Trading ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
476.00%
decreased by 54.60%
1 Week
475.53%
decreased by 55.07%
1 Month
473.63%
decreased by 56.97%
Analysis last updated: Tuesday, July 28, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 7, 2023 to Jul 24, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | 9.00*** |
α ARCH Response to squared shocks | 0.3448 | 651.84*** |
β GARCH Volatility persistence | 0.9990 | 7,928.57*** |
ν DF Student-t tail thickness | 2.0004 |
Persistence:
0.999
Half-life:
693 days
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