V-Lab
First Eagle US Equity ETF GARCH Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
12.28%
unchanged at 0.00%
1 Week
12.28%
unchanged at 0.00%
1 Month
12.28%
unchanged at 0.00%
Analysis last updated: Wednesday, August 19, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2066 | 0.00 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.6548 | 0.00 |
Persistence:
0.655
Half-life:
2 days
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