Twin Oak Strategic Solutions ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
27.17%
unchanged at 0.00%
1 Week
27.17%
unchanged at 0.00%
1 Month
27.17%
unchanged at 0.00%
Analysis last updated: Tuesday, July 21, 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, 2026𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.9286 | 0.53 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.0114 | 0.00 |
ν DF Student-t tail thickness | 200.0000 | 0.02 |
Persistence:
0.011
Half-life:
0 days
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