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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

Date Range:

from

to

6M ·

All

graph of Amplify HACK Cybersecurity Covered Call ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 21, 2026 to Jul 24, 2026

Model 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

ParameterValuet-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