V-Lab
Roundhill UNH WeeklyPay ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
40.08%
unchanged at 0.00%
1 Week
40.08%
unchanged at 0.00%
1 Month
40.08%
unchanged at 0.00%
Analysis last updated: Saturday, July 25, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 3, 2025 to Jul 24, 2026Hessian SE
Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. Returns follow a Student-t distribution with v = 3.67 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 6.3741 | 0.30 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9172 | 1.63 |
ν DF Student-t tail thickness | 3.6734 | 0.31 |
Persistence:
0.917
Half-life:
8 days
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