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V-Lab

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

Date Range:

from

to

6M ·

All

graph of VanEck Solana ETF SGARCH

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

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

ParameterValuet-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
γi Spline Coefficients
K=4
γ1144.3263
4.18***
γ2-257.8149
-5.10***
γ3231.3118
5.94***
γ4-263.4986
-5.47***

Persistence:

0.000

Half-life:

-