V-Lab
Leverage Shares 2X Long ABNB Daily ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
62.68%
unchanged at 0.00%
1 Week
62.68%
unchanged at 0.00%
1 Month
62.68%
unchanged at 0.00%
Analysis last updated: Saturday, July 25, 2026 at 02:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 2025 to Jul 24, 2026Hessian SE
Model Insight
Volatility shocks decay with a half-life of 48 trading days, meaning a shock loses half its impact after approximately 48 days. Returns follow a Student-t distribution with v = 7.23 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.5893 | 0.33 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9857 | 1.77* |
ν DF Student-t tail thickness | 7.2337 | 0.13 |
Persistence:
0.986
Half-life:
48 days
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