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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

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 Aug 21, 2026

Model 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

ParameterValuet-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