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V-Lab

Roundhill UNH WeeklyPay ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

25.15%

unchanged at 0.00%

1 Week

25.15%

unchanged at 0.00%

1 Month

25.15%

unchanged at 0.00%

Analysis last updated: Tuesday, August 25, 2026 at 02:17 AM 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 Aug 21, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 3 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.5383
6.57***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.8085
2.52**
γi Spline Coefficients
K=7
γ1654.8252
4.33***
γ2-1,147.9213
-3.66***
γ3833.6879
2.91***
γ4-569.1342
-2.60***
γ5372.0899
2.12**
γ6-208.8817
-1.91*
γ785.3264
1.54

Persistence:

0.809

Half-life:

3 days