Skip to main content
V-Lab

Tortoise Nuclear Renaissance ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

33.60%

unchanged at 0.00%

1 Week

33.60%

unchanged at 0.00%

1 Month

33.60%

unchanged at 0.00%

Analysis last updated: Friday, July 24, 2026 at 10:50 PM UTC

Date Range:

from

to

6M ·

All

graph of Tortoise Nuclear Renaissance ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 18, 2025 to Jul 24, 2026
Hessian SE

Model Insight

Volatility shocks decay with a half-life of 29 trading days, meaning a shock loses half its impact after approximately 29 days. Returns follow a Student-t distribution with v = 49.00 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

4.4806
0.29
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9762
0.03
ν

DF

Student-t tail thickness

49.0032
0.00

Persistence:

0.976

Half-life:

29 days