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V-Lab

Amplify HACK Cybersecurity Covered Call ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

31.10%

unchanged at 0.00%

1 Week

31.10%

unchanged at 0.00%

1 Month

31.10%

unchanged at 0.00%

Analysis last updated: Saturday, August 22, 2026 at 02:27 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 Aug 21, 2026
Hessian SE

Model Insight

Volatility shocks decay with a half-life of 37 trading days, meaning a shock loses half its impact after approximately 37 days. Returns follow a Student-t distribution with v = 52.41 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

3.8385
0.06
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9817
0.01
ν

DF

Student-t tail thickness

52.4080
0.00

Persistence:

0.982

Half-life:

37 days