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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 19, 2025 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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