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V-Lab

Invesco Galaxy Solana ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 28th, 2026

1 Day

54.88%

increased by 2.01%

1 Week

57.53%

increased by 4.66%

1 Month

63.37%

increased by 10.50%

Analysis last updated: Tuesday, July 28, 2026 at 02:18 AM UTC

Date Range:

from

to

6M ·

All

graph of Invesco Galaxy Solana ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 15, 2025 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. Returns follow a Student-t distribution with v = 7.42 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

19.4893
3.97***
α

ARCH

Response to squared shocks

0.1164
3.64***
β

GARCH

Volatility persistence

0.9145
39.56***
ν

DF

Student-t tail thickness

7.4199
0.65

Persistence:

0.915

Half-life:

8 days