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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 19, 2025 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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