V-Lab
Tortoise Nuclear Renaissance ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
33.44%
unchanged at 0.00%
1 Week
33.44%
unchanged at 0.00%
1 Month
33.44%
unchanged at 0.00%
Analysis last updated: Friday, August 21, 2026 at 10:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2025 to Aug 21, 2026Hessian SE
Model Insight
Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days. Returns follow a Student-t distribution with v = 55.42 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 | 4.4373 | 0.66 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9671 | 0.07 |
ν DF Student-t tail thickness | 55.4156 | 0.01 |
Persistence:
0.967
Half-life:
21 days
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