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V-Lab

Strive 500 ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

12.56%

decreased by 0.60%

1 Week

12.80%

decreased by 0.36%

1 Month

13.54%

increased by 0.38%

Analysis last updated: Monday, July 20, 2026 at 09:50 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 Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 20 trading days, meaning a shock loses half its impact after approximately 20 days. Returns follow a Student-t distribution with v = 7.20 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

0.9938
6.30***
α

ARCH

Response to squared shocks

0.0779
9.91***
β

GARCH

Volatility persistence

0.9661
202.37***
ν

DF

Student-t tail thickness

7.1971
1.96*

Persistence:

0.966

Half-life:

20 days