V-Lab
Canary HBAR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
46.76%
increased by 5.06%
1 Week
47.24%
increased by 5.54%
1 Month
49.07%
increased by 7.37%
Analysis last updated: Friday, August 21, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 28, 2025 to Aug 21, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 376 trading days (~1.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 7.04 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 | 56.8388 | 5.92*** |
α ARCH Response to squared shocks | 0.0792 | 12.91*** |
β GARCH Volatility persistence | 0.9982 | 1,032.22*** |
ν DF Student-t tail thickness | 7.0356 | 1.96** |
Persistence:
0.998
Half-life:
376 days
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