21Shares Solana ETF Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
60.57%
unchanged at 0.00%
1 Week
60.57%
unchanged at 0.00%
1 Month
60.57%
unchanged at 0.00%
Analysis last updated: Saturday, June 13, 2026 at 02:13 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7854 | 3.63 | |
| 0.0000 | 0.00 | |
| 1.0000 | 5.51 | |
| 216.1994 | 3.40 | |
| -354.6843 | -3.54 | |
| 224.8504 | 2.83 | |
| -108.2454 | -1.18 |
Estimation Period:
Nov 19, 2025 to Jun 12, 2026
Nov 19, 2025 to Jun 12, 2026
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