VanEck Solana ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
88.87%
increased by 0.17%
1 Week
89.18%
increased by 0.48%
1 Month
89.24%
increased by 0.54%
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
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.8768 | 3.75*** |
α ARCH Response to squared shocks | 0.0126 | 0.19 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=4
| γ1 | 129.6324 | 3.79*** |
| γ2 | -226.3984 | -4.57*** |
| γ3 | 177.9136 | 5.40*** |
| γ4 | -110.8745 | -5.02*** |
Persistence:
0.013
Half-life:
0 days
Other VanEck Solana ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs