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V-Lab

21Shares Solana ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 28th, 2026

1 Day

54.73%

increased by 1.93%

1 Week

57.87%

increased by 5.07%

1 Month

65.02%

increased by 12.22%

Analysis last updated: Tuesday, July 28, 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 Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days. Returns follow a Student-t distribution with v = 8.22 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

21.7483
4.53***
α

ARCH

Response to squared shocks

0.1232
4.26***
β

GARCH

Volatility persistence

0.9231
47.92***
ν

DF

Student-t tail thickness

8.2221
0.68

Persistence:

0.923

Half-life:

9 days