V-Lab
Franklin Solana ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
68.80%
decreased by 6.86%
1 Week
68.73%
decreased by 6.93%
1 Month
68.53%
decreased by 7.13%
Analysis last updated: Tuesday, August 25, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 3, 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 = 8.83 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 | 18.4716 | 4.39*** |
α ARCH Response to squared shocks | 0.1365 | 4.21*** |
β GARCH Volatility persistence | 0.9282 | 53.55*** |
ν DF Student-t tail thickness | 8.8282 | 0.69 |
Persistence:
0.928
Half-life:
9 days
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