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V-Lab

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

Volatility prediction for Tuesday, July 28th, 2026

1 Day

42.30%

unchanged at 0.00%

1 Week

42.30%

unchanged at 0.00%

1 Month

42.30%

unchanged at 0.00%

Analysis last updated: Monday, July 27, 2026 at 09:41 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 Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 22 trading days, meaning a shock loses half its impact after approximately 22 days. Returns follow a Student-t distribution with v = 5.69 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

7.0993
0.31
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9683
0.58
ν

DF

Student-t tail thickness

5.6901
0.05

Persistence:

0.968

Half-life:

22 days