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V-Lab

Tortoise Nuclear Renaissance ETF Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

31.59%

unchanged at 0.00%

1 Week

31.59%

unchanged at 0.00%

1 Month

31.59%

unchanged at 0.00%

Analysis last updated: Tuesday, August 11, 2026 at 10:15 PM UTC

Date Range:

from

to

6M ·

All

graph of Tortoise Nuclear Renaissance ETF SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 18, 2025 to Aug 7, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 5 trading days.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0054
3.06***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.8666
1.33
γi Spline Coefficients
K=1
γ1-0.8304
-0.21

Persistence:

0.867

Half-life:

5 days