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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 23, 2025 to Aug 21, 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 = 6.19 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 | 6.7524 | 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
Other Amplify Stablecoin Technology Leaders ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs