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V-Lab

Invesco Galaxy Solana ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

49.66%

decreased by 2.06%

1 Week

51.46%

decreased by 0.26%

1 Month

55.59%

increased by 3.87%

Analysis last updated: Tuesday, July 21, 2026 at 09:22 PM UTC

Date Range:

from

to

6M ·

All

graph of Invesco Galaxy Solana ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 15, 2025 to Jul 17, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 8 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2713
3.97***
α

ARCH

Response to squared shocks

0.1086
1.46
β

GARCH

Volatility persistence

0.8113
5.79***
γi Spline Coefficients
K=1
γ11.8079
1.20

Persistence:

0.920

Half-life:

8 days