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V-Lab

Twin Oak Strategic Solutions ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

28.31%

unchanged at 0.00%

1 Week

28.31%

unchanged at 0.00%

1 Month

28.31%

unchanged at 0.00%

Analysis last updated: Wednesday, August 12, 2026 at 02:17 AM UTC

Date Range:

from

to

6M ·

All

graph of Twin Oak Strategic Solutions ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 29, 2026 to Aug 7, 2026

Model Insight

With persistence 0.994, volatility shocks have a half-life of 119 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 200.00 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

3.1807
0.29
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9942
0.16
ν

DF

Student-t tail thickness

200.0000
0.00

Persistence:

0.994

Half-life:

119 days