V-Lab
Strive 500 ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
12.44%
decreased by 0.28%
1 Week
12.68%
decreased by 0.04%
1 Month
13.44%
increased by 0.72%
Analysis last updated: Friday, August 21, 2026 at 10:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 16, 2022 to Aug 21, 2026Model 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 = 7.30 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9733 | 6.61*** |
α ARCH Response to squared shocks | 0.0774 | 9.73*** |
β GARCH Volatility persistence | 0.9643 | 203.17*** |
ν DF Student-t tail thickness | 7.2998 | 1.87* |
Persistence:
0.964
Half-life:
19 days
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