V-Lab
Amplify Stablecoin Technology Leaders ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
41.48%
unchanged at 0.00%
1 Week
41.48%
unchanged at 0.00%
1 Month
41.48%
unchanged at 0.00%
Analysis last updated: Saturday, August 8, 2026 at 02:28 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 23, 2025 to Aug 7, 2026Hessian 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 = 6.11 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 | 6.8289 | 0.39 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9557 | 1.76* |
ν DF Student-t tail thickness | 6.1131 | 0.06 |
Persistence:
0.956
Half-life:
15 days
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