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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

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 Aug 21, 2026

Model 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

ParameterValuet-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