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V-Lab

Motley Fool Innovative Growth Factor ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

16.02%

decreased by 0.42%

1 Week

16.24%

decreased by 0.20%

1 Month

16.68%

increased by 0.24%

Analysis last updated: Wednesday, August 26, 2026 at 02:17 AM UTC

Date Range:

from

to

6M ·

All

graph of Motley Fool Innovative Growth Factor ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 9, 2025 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. Returns follow a Student-t distribution with v = 200.00 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

1.1554
10.91***
α

ARCH

Response to squared shocks

0.0596
1.05
β

GARCH

Volatility persistence

0.8827
19.54***
ν

DF

Student-t tail thickness

200.0000
0.01

Persistence:

0.883

Half-life:

6 days