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V-Lab

21Shares Solana ETF GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

47.52%

decreased by 1.03%

1 Week

49.42%

increased by 0.87%

1 Month

54.14%

increased by 5.59%

Analysis last updated: Saturday, August 8, 2026 at 02:17 AM UTC

Date Range:

from

to

6M ·

All

graph of 21Shares Solana ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 19, 2025 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9698
2.51**
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.8545
35.81***
γ

leverage

Additional response to negative shocks

0.1613
4.22***

Persistence:

0.935

Half-life:

10 days