V-Lab
Roundhill UNH WeeklyPay ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
48.93%
unchanged at 0.00%
1 Week
48.93%
unchanged at 0.00%
1 Month
48.93%
unchanged at 0.00%
Analysis last updated: Monday, August 10, 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 Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9768 | 0.01 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8972 | 0.05 |
γ leverage Additional response to negative shocks | 0.0000 | 0.00 |
Persistence:
0.897
Half-life:
6 days
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