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V-Lab

TrueShares Eagle Global Next Gen Power Infrastructure ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

16.41%

increased by 0.98%

1 Week

16.50%

increased by 1.07%

1 Month

16.64%

increased by 1.21%

Analysis last updated: Thursday, August 6, 2026 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of TrueShares Eagle Global Next Gen Power Infrastructure ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 9, 2022 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days. Returns follow a Student-t distribution with v = 6.43 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

1.1083
10.84***
α

ARCH

Response to squared shocks

0.0621
4.18***
β

GARCH

Volatility persistence

0.8147
32.94***
ν

DF

Student-t tail thickness

6.4327
0.68

Persistence:

0.815

Half-life:

3 days