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V-Lab

iShares Global Clean Energy ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 28th, 2026

1 Day

35.68%

decreased by 2.08%

1 Week

35.62%

decreased by 2.14%

1 Month

35.40%

decreased by 2.36%

Analysis last updated: Monday, July 27, 2026 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of iShares Global Clean Energy ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 24, 2008 to Jul 24, 2026

Model Insight

With persistence 0.991, volatility shocks have a half-life of 78 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 8.10 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

4.0929
5.42***
α

ARCH

Response to squared shocks

0.0770
32.21***
β

GARCH

Volatility persistence

0.9912
588.59***
ν

DF

Student-t tail thickness

8.0953
4.55***

Persistence:

0.991

Half-life:

78 days