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V-Lab

Strive 500 ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

12.79%

decreased by 0.59%

1 Week

13.01%

decreased by 0.37%

1 Month

13.69%

increased by 0.31%

Analysis last updated: Friday, August 14, 2026 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Strive 500 ETF GAS-GARCH-T

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 19 trading days, meaning a shock loses half its impact after approximately 19 days. Returns follow a Student-t distribution with v = 7.26 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

0.9787
6.49***
α

ARCH

Response to squared shocks

0.0771
9.67***
β

GARCH

Volatility persistence

0.9645
201.94***
ν

DF

Student-t tail thickness

7.2582
1.87*

Persistence:

0.964

Half-life:

19 days