V-Lab
TrueShares Eagle Global Next Gen Power Infrastructure ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
15.20%
increased by 0.85%
1 Week
15.56%
increased by 1.21%
1 Month
16.12%
increased by 1.77%
Analysis last updated: Wednesday, August 26, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 9, 2022 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. Returns follow a Student-t distribution with v = 6.45 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 | 1.0785 | 10.30*** |
α ARCH Response to squared shocks | 0.0600 | 4.82*** |
β GARCH Volatility persistence | 0.8443 | 41.65*** |
ν DF Student-t tail thickness | 6.4481 | 0.73 |
Persistence:
0.844
Half-life:
4 days
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