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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

Date Range:

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to

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2Y ·

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10Y ·

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graph of VanEck Uranium and Nuclear ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 15, 2007 to Aug 21, 2026

Model 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

ParameterValuet-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