V-Lab
Invesco Galaxy Solana ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
48.27%
increased by 1.05%
1 Week
50.00%
increased by 2.78%
1 Month
53.96%
increased by 6.74%
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
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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3182 | 3.98*** |
α ARCH Response to squared shocks | 0.1161 | 1.60 |
β GARCH Volatility persistence | 0.8025 | 5.84*** |
Spline Coefficients
K=1
| γ1 | 1.9668 | 1.42 |
Persistence:
0.919
Half-life:
8 days
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