V-Lab
21Shares Solana ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
44.50%
decreased by 0.22%
1 Week
47.99%
increased by 3.27%
1 Month
57.41%
increased by 12.69%
Analysis last updated: Saturday, August 8, 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 7, 2026Model Insight
Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days. Returns follow a Student-t distribution with v = 8.94 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 | 24.0135 | 4.38*** |
α ARCH Response to squared shocks | 0.1376 | 6.45*** |
β GARCH Volatility persistence | 0.9586 | 100.76*** |
ν DF Student-t tail thickness | 8.9385 | 0.87 |
Persistence:
0.959
Half-life:
16 days
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