V-Lab
21Shares Solana ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
61.31%
unchanged at 0.00%
1 Week
60.58%
decreased by 0.73%
1 Month
58.87%
decreased by 2.44%
Analysis last updated: Saturday, August 22, 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 21, 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 7 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3652 | 4.07*** |
α ARCH Response to squared shocks | 0.1278 | 1.81* |
β GARCH Volatility persistence | 0.7814 | 5.60*** |
Spline Coefficients
K=1
| γ1 | 1.4341 | 1.53 |
Persistence:
0.909
Half-life:
7 days
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