V-Lab
VanEck Uranium and Nuclear ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
40.29%
decreased by 0.99%
1 Week
40.27%
decreased by 1.01%
1 Month
40.21%
decreased by 1.07%
Analysis last updated: Monday, July 27, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 15, 2007 to Jul 24, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 380 trading days (~1.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 6.90 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 | 5.1485 | 6.73*** |
α ARCH Response to squared shocks | 0.0679 | 50.26*** |
β GARCH Volatility persistence | 0.9982 | 4,176.47*** |
ν DF Student-t tail thickness | 6.8983 | 10.80*** |
Persistence:
0.998
Half-life:
380 days
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