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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 6, 2024 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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