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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

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 21, 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 = 7.30 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

0.9733
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