V-Lab
21Shares Solana ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, August 14th, 2026
1 Day
38.50%
decreased by 1.02%
1 Week
41.01%
increased by 1.49%
1 Month
46.59%
increased by 7.07%
Analysis last updated: Friday, August 14, 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
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 8 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3850 | 4.13*** |
α ARCH Response to squared shocks | 0.1234 | 1.76* |
β GARCH Volatility persistence | 0.7973 | 6.11*** |
Spline Coefficients
K=1
| γ1 | 1.7644 | 1.79* |
Persistence:
0.921
Half-life:
8 days
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