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V-Lab

Roundhill UNH WeeklyPay ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

38.39%

unchanged at 0.00%

1 Week

38.39%

unchanged at 0.00%

1 Month

38.39%

unchanged at 0.00%

Analysis last updated: Tuesday, August 25, 2026 at 02:17 AM UTC

Date Range:

from

to

6M ·

All

graph of Roundhill UNH WeeklyPay ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 3, 2025 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 17 trading days, meaning a shock loses half its impact after approximately 17 days. Returns follow a Student-t distribution with v = 4.02 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.8472
0.34
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9595
1.99**
ν

DF

Student-t tail thickness

4.0220
0.29

Persistence:

0.960

Half-life:

17 days