V-Lab
Invesco Galaxy Solana ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
69.21%
decreased by 7.03%
1 Week
69.26%
decreased by 6.98%
1 Month
69.38%
decreased by 6.86%
Analysis last updated: Wednesday, August 26, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 15, 2025 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days. Returns follow a Student-t distribution with v = 7.93 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 | 19.1937 | 4.47*** |
α ARCH Response to squared shocks | 0.1354 | 4.58*** |
β GARCH Volatility persistence | 0.9242 | 52.81*** |
ν DF Student-t tail thickness | 7.9303 | 0.80 |
Persistence:
0.924
Half-life:
9 days
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