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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Roundhill UNH WeeklyPay ETF SGARCH

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

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

ParameterValuet-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**
γi Spline Coefficients
K=6
γ1655.9978
4.25***
γ2-1,157.2820
-3.79***
γ3847.9577
3.16***
γ4-584.2147
-2.79***
γ5402.0156
2.32**
γ6-302.8194
-2.08**

Persistence:

0.691

Half-life:

2 days