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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Twin Oak Strategic Solutions ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 29, 2026 to Jul 17, 2026

Model 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

ParameterValuet-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