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V-Lab

GraniteShares YieldBoost HIMS ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

21.52%

increased by 3.93%

1 Week

21.68%

increased by 4.09%

1 Month

22.33%

increased by 4.74%

Analysis last updated: Saturday, July 25, 2026 at 02:21 AM UTC

Date Range:

from

to

6M ·

All

graph of GraniteShares YieldBoost HIMS ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 2, 2025 to Jul 24, 2026

Model Insight

With persistence 0.997, volatility shocks have a half-life of 236 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.67 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

6.7594
7.66***
α

ARCH

Response to squared shocks

0.0705
10.45***
β

GARCH

Volatility persistence

0.9971
627.48***
ν

DF

Student-t tail thickness

5.6743
4.20***

Persistence:

0.997

Half-life:

236 days