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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

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2X Long ABNB Daily ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 17, 2025 to Jul 24, 2026
Hessian 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

ParameterValuet-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