Twin Oak Strategic Solutions ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
27.31%
unchanged at 0.00%
1 Week
27.31%
unchanged at 0.00%
1 Month
27.31%
unchanged at 0.00%
Analysis last updated: Monday, July 20, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 29, 2026 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2460 | 0.30 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.5789 | 0.39 |
Persistence:
0.579
Half-life:
1 days
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