V-Lab
Sprott Active Mtls & MNS ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
43.92%
unchanged at 0.00%
1 Week
43.92%
unchanged at 0.00%
1 Month
43.92%
unchanged at 0.00%
Analysis last updated: Saturday, August 22, 2026 at 02:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 10, 2025 to Aug 21, 2026Hessian SE
Model Insight
Volatility shocks decay with a half-life of 24 trading days, meaning a shock loses half its impact after approximately 24 days. Returns follow a Student-t distribution with v = 12.16 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 | 7.6529 | 0.55 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9721 | 3.74*** |
ν DF Student-t tail thickness | 12.1617 | 0.08 |
Persistence:
0.972
Half-life:
24 days
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