Defiance Space and Connective Tech ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
34.17%
decreased by 1.93%
1 Week
33.80%
decreased by 2.30%
1 Month
32.49%
decreased by 3.61%
Analysis last updated: Friday, October 23, 2026 at 10:15 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 5, 2019 to Oct 23, 2026Model Insight
Volatility shocks decay with a half-life of 27 trading days, meaning a shock loses half its impact after approximately 27 days. Returns follow a Student-t distribution with v = 9.59 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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Shock decay: Shocks decay with a 27-day half-lifev = 9.59 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 2.5641 | 1.96* |
| αscore | 0.0887 | 3.48*** |
| βpersistence | 0.9750 | 71.56*** |
| νDF | 9.5920 | 0.55 |
0.975
Persistence27d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 2.5641 | 1.96* |
α score Weight on the scaled score | 0.0887 | 3.48*** |
β persistence Volatility persistence | 0.9750 | 71.56*** |
ν DF Student-t tail thickness | 9.5920 | 0.55 |
Persistence:
0.975
Half-life:
27 days
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