V-Lab
Sprott Active Mtls & MNS ETF GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
45.63%
unchanged at 0.00%
1 Week
45.63%
unchanged at 0.00%
1 Month
45.63%
unchanged at 0.00%
Analysis last updated: Saturday, August 8, 2026 at 02:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 10, 2025 to Aug 7, 2026Hessian SE
Model Insight
Volatility shocks decay with a half-life of 14 trading days, meaning a shock loses half its impact after approximately 14 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3914 | 0.11 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9526 | 1.14 |
Persistence:
0.953
Half-life:
14 days
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