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V-Lab

Roundhill 100 0Dte Strgy ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, July 10th, 2026

1 Day

28.28%

decreased by 0.74%

1 Week

27.86%

decreased by 1.16%

1 Month

26.59%

decreased by 2.43%

Analysis last updated: Thursday, July 9, 2026 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Roundhill 100 0Dte Strgy ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 6, 2024 to Jul 2, 2026

Model Insight

Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days. Returns follow a Student-t distribution with v = 4.33 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

2.1317
4.09***
α

ARCH

Response to squared shocks

0.1129
10.22***
β

GARCH

Volatility persistence

0.9533
98.01***
ν

DF

Student-t tail thickness

4.3266
4.48***

Persistence:

0.953

Half-life:

15 days