Roundhill UNH WeeklyPay ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
40.25%
unchanged at 0.00%
1 Week
40.25%
unchanged at 0.00%
1 Month
40.25%
unchanged at 0.00%
Analysis last updated: Monday, July 20, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 3, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days. Returns follow a Student-t distribution with v = 3.55 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 | 6.4298 | 0.29 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8178 | 0.66 |
ν DF Student-t tail thickness | 3.5518 | 0.31 |
Persistence:
0.818
Half-life:
3 days
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