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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 15, 2025 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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