Fundstrat Granny Shots US Small- & Mid-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
29.35%
decreased by 0.97%
1 Week
30.32%
decreased by 0.00%
1 Month
30.51%
increased by 0.19%
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 | |
|---|---|---|
| 3.7099 | 23.48 | |
| 0.1120 | 1.19 | |
| 0.0675 | 0.36 | |
| 50.5802 | 0.03 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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