Invesco Galaxy Solana ETF GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
53.88%
decreased by 2.12%
1 Week
56.46%
increased by 0.46%
1 Month
62.81%
increased by 6.81%
Analysis last updated: Tuesday, July 21, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 15, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3462 | 3.77*** |
α ARCH Response to squared shocks | 0.1179 | 6.64*** |
β GARCH Volatility persistence | 0.8174 | 27.60*** |
Persistence:
0.935
Half-life:
10 days
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