VanEck Solana ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
56.02%
increased by 2.42%
1 Week
59.12%
increased by 5.52%
1 Month
66.89%
increased by 13.29%
Analysis last updated: Monday, July 20, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days. Returns follow a Student-t distribution with v = 9.19 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 24.9927 | 3.71*** |
α ARCH Response to squared shocks | 0.1289 | 4.24*** |
β GARCH Volatility persistence | 0.9400 | 51.63*** |
ν DF Student-t tail thickness | 9.1945 | 0.61 |
Persistence:
0.940
Half-life:
11 days
Other VanEck Solana ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs