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V-Lab

Roundhill UNH WeeklyPay ETF Zero Slope Spline-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

24.23%

unchanged at 0.00%

1 Week

24.23%

unchanged at 0.00%

1 Month

24.23%

unchanged at 0.00%

Analysis last updated: Tuesday, July 21, 2026 at 09:23 PM UTC

Date Range:

from

to

6M ·

All

graph of Roundhill UNH WeeklyPay ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 3, 2025 to Jul 17, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.8687
3.86***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

1.0000
5.69***
γi Spline Coefficients
K=6
γ1582.7198
3.13***
γ2-1,066.0550
-2.83***
γ3816.1044
2.24**
γ4-544.9535
-1.66*
γ5320.2218
1.08
γ6-123.7405
-0.48

Persistence:

1.000

Half-life:

-