V-Lab
21Shares Solana ETF Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
18.15%
decreased by 0.47%
1 Week
17.69%
decreased by 0.93%
1 Month
17.59%
decreased by 1.03%
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
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.4550 | 3.39*** |
α ARCH Response to squared shocks | 0.0513 | 0.63 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=4
| γ1 | 69.7211 | 2.09** |
| γ2 | -141.4511 | -3.06*** |
| γ3 | 160.6851 | 5.01*** |
| γ4 | -235.6554 | -5.14*** |
Persistence:
0.051
Half-life:
0 days
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