V-Lab
Yieldmax Trgt 12 SMC OPT ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
42.79%
decreased by 1.80%
1 Week
42.62%
decreased by 1.97%
1 Month
41.99%
decreased by 2.60%
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, 2024 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 44 trading days, meaning a shock loses half its impact after approximately 44 days. Returns follow a Student-t distribution with v = 5.60 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 | 5.3726 | 3.82*** |
α ARCH Response to squared shocks | 0.0799 | 11.16*** |
β GARCH Volatility persistence | 0.9843 | 266.10*** |
ν DF Student-t tail thickness | 5.6022 | 3.54*** |
Persistence:
0.984
Half-life:
44 days
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