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V-Lab

21Shares Solana ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

69.55%

increased by 1.36%

1 Week

70.29%

increased by 2.10%

1 Month

72.30%

increased by 4.11%

Analysis last updated: Saturday, August 22, 2026 at 02:18 AM UTC

Date Range:

from

to

6M ·

All

graph of 21Shares Solana ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 19, 2025 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 12 trading days, meaning a shock loses half its impact after approximately 12 days. Returns follow a Student-t distribution with v = 8.74 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

22.9791
4.61***
α

ARCH

Response to squared shocks

0.1447
5.63***
β

GARCH

Volatility persistence

0.9429
70.94***
ν

DF

Student-t tail thickness

8.7352
0.87

Persistence:

0.943

Half-life:

12 days