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V-Lab

Strive 500 ETF GARCH Volatility Analysis

Volatility prediction for Thursday, August 20th, 2026

1 Day

12.20%

decreased by 0.36%

1 Week

12.49%

decreased by 0.07%

1 Month

13.31%

increased by 0.75%

Analysis last updated: Wednesday, August 19, 2026 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Strive 500 ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 16, 2022 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 14 trading days, meaning a shock loses half its impact after approximately 14 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0438
7.43***
α

ARCH

Response to squared shocks

0.0850
8.98***
β

GARCH

Volatility persistence

0.8662
72.53***

Persistence:

0.951

Half-life:

14 days