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
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 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
| Parameter | Value | t-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
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