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
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 10 trading days, meaning a shock loses half its impact after approximately 10 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-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
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