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V-Lab

Roundhill UNH WeeklyPay ETF GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

49.89%

unchanged at 0.00%

1 Week

49.89%

unchanged at 0.00%

1 Month

49.89%

unchanged at 0.00%

Analysis last updated: Saturday, July 25, 2026 at 02:18 AM UTC

Date Range:

from

to

6M ·

All

graph of Roundhill UNH WeeklyPay ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 3, 2025 to Jul 24, 2026
Hessian SE

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9849
0.01
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9003
0.05
γ

leverage

Additional response to negative shocks

0.0000
0.00

Persistence:

0.900

Half-life:

7 days