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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 16, 2022 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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