V-Lab
Amplify HACK Cybersecurity Covered Call ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 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: Monday, August 24, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 21, 2026 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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