V-Lab
VanEck Uranium and Nuclear ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
44.47%
increased by 4.02%
1 Week
44.44%
increased by 3.99%
1 Month
44.34%
increased by 3.89%
Analysis last updated: Friday, August 21, 2026 at 10:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 15, 2007 to Aug 21, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 385 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 = 6.94 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 | 5.1824 | 6.78*** |
α ARCH Response to squared shocks | 0.0678 | 50.22*** |
β GARCH Volatility persistence | 0.9982 | 4,265.82*** |
ν DF Student-t tail thickness | 6.9416 | 10.69*** |
Persistence:
0.998
Half-life:
385 days
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