V-Lab
Amplify HACK Cybersecurity Covered Call ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
31.17%
unchanged at 0.00%
1 Week
31.17%
unchanged at 0.00%
1 Month
31.17%
unchanged at 0.00%
Analysis last updated: Tuesday, July 28, 2026 at 02:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 21, 2026 to Jul 24, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 16.01 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.8556 | 0.09 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9990 | 1.41 |
ν DF Student-t tail thickness | 16.0071 | 0.02 |
Persistence:
0.999
Half-life:
693 days
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