Fundstrat Granny Shots US Large Cap & Income ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.17%
increased by 1.34%
1 Week
17.63%
increased by 1.80%
1 Month
17.78%
increased by 1.95%
Analysis last updated: Friday, May 22, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2606 | 17.25 | |
| 0.2014 | 1.67 | |
| 0.3448 | 3.35 | |
| 22.4349 | 0.16 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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