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V-Lab

Tortoise Nuclear Renaissance ETF EGARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

41.15%

decreased by 0.16%

1 Week

37.38%

decreased by 3.93%

1 Month

34.10%

decreased by 7.21%

Analysis last updated: Monday, July 20, 2026 at 09:50 PM UTC

Date Range:

from

to

6M ·

All

graph of Tortoise Nuclear Renaissance ETF EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 18, 2025 to Jul 17, 2026

Model Insight

The leverage effect is captured by the negative gamma (gamma = -0.2905), confirming that negative shocks increase volatility more than positive shocks of equal magnitude.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.4204
5.84***
α

ARCH

Response to squared shocks

-0.1254
-4.10***
β

GARCH

Volatility persistence

0.7093
23.48***
γ

leverage

Additional response to negative shocks

-0.2905
-13.53***

Persistence:

0.709

Half-life:

2 days