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V-Lab

Amplify Stablecoin Technology Leaders ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

41.25%

unchanged at 0.00%

1 Week

41.25%

unchanged at 0.00%

1 Month

41.25%

unchanged at 0.00%

Analysis last updated: Friday, August 21, 2026 at 10:49 PM UTC

Date Range:

from

to

6M ·

All

graph of Amplify Stablecoin Technology Leaders ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 23, 2025 to Aug 21, 2026
Hessian SE

Model Insight

Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days. Returns follow a Student-t distribution with v = 6.19 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

6.7524
0.52
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9550
3.48***
ν

DF

Student-t tail thickness

6.1889
0.18

Persistence:

0.955

Half-life:

15 days