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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 2, 2025 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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