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V-Lab

Schwab Core Bond ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, July 23rd, 2026

1 Day

3.91%

unchanged at 0.00%

1 Week

3.93%

increased by 0.02%

1 Month

4.01%

increased by 0.10%

Analysis last updated: Wednesday, July 22, 2026 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Schwab Core Bond ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 5, 2025 to Jul 17, 2026

Model Insight

With persistence 0.995, volatility shocks have a half-life of 138 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 200.00 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

0.1242
8.72***
α

ARCH

Response to squared shocks

0.0646
8.33***
β

GARCH

Volatility persistence

0.9950
530.09***
ν

DF

Student-t tail thickness

200.0000
0.04

Persistence:

0.995

Half-life:

138 days