VanEck Solana ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
28.38%
unchanged at 0.00%
1 Week
28.38%
unchanged at 0.00%
1 Month
28.38%
unchanged at 0.00%
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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.9923 | 3.75*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=4
| γ1 | 144.3263 | 4.18*** |
| γ2 | -257.8149 | -5.10*** |
| γ3 | 231.3118 | 5.94*** |
| γ4 | -263.4986 | -5.47*** |
Persistence:
0.000
Half-life:
-
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