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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

Date Range:

from

to

6M ·

All

graph of Franklin Solana ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 3, 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 = 8.83 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

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