Roundhill UNH WeeklyPay ETF Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
74.51%
unchanged at 0.00%
1 Week
74.51%
unchanged at 0.00%
1 Month
74.51%
unchanged at 0.00%
Analysis last updated: Tuesday, July 21, 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
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 2 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3785 | 4.74*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.6913 | 2.15** |
Spline Coefficients
K=6
| γ1 | 655.9978 | 4.25*** |
| γ2 | -1,157.2820 | -3.79*** |
| γ3 | 847.9577 | 3.16*** |
| γ4 | -584.2147 | -2.79*** |
| γ5 | 402.0156 | 2.32** |
| γ6 | -302.8194 | -2.08** |
Persistence:
0.691
Half-life:
2 days
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