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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	31.4600	3.45***
α ARCH Response to squared shocks	0.1612	6.60***
β GARCH Volatility persistence	0.9669	96.74***
ν DF Student-t tail thickness	9.5244	0.91

V-Lab

VanEck Solana ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other VanEck Solana ETF Analyses