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V-Lab

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

Volatility prediction for Thursday, July 30th, 2026

1 Day

26.34%

increased by 2.65%

1 Week

26.08%

increased by 2.39%

1 Month

25.26%

increased by 1.57%

Analysis last updated: Wednesday, July 29, 2026 at 09:19 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 24, 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 = 4.46 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

2.1057
4.33***
α

ARCH

Response to squared shocks

0.1095
10.72***
β

GARCH

Volatility persistence

0.9554
103.60***
ν

DF

Student-t tail thickness

4.4558
4.57***

Persistence:

0.955

Half-life:

15 days