Skip to main content
V-Lab

Sprott Active Mtls & MNS ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

44.45%

unchanged at 0.00%

1 Week

44.45%

unchanged at 0.00%

1 Month

44.45%

unchanged at 0.00%

Analysis last updated: Saturday, July 25, 2026 at 02:22 AM UTC

Date Range:

from

to

6M ·

All

graph of Sprott Active Mtls & MNS ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 10, 2025 to Jul 24, 2026
Hessian SE

Model Insight

Volatility shocks decay with a half-life of 41 trading days, meaning a shock loses half its impact after approximately 41 days. Returns follow a Student-t distribution with v = 11.27 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

7.8393
0.61
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9834
3.21***
ν

DF

Student-t tail thickness

11.2669
0.08

Persistence:

0.983

Half-life:

41 days