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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 9, 2022 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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