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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

Date Range:

from

to

6M ·

All

graph of VanEck Solana ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 17, 2025 to Jul 17, 2026

Model 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

ParameterValuet-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