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V-Lab

Leverage Shares 2X Avgo ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 27th, 2026

1 Day

92.36%

decreased by 1.09%

1 Week

92.29%

decreased by 1.16%

1 Month

92.01%

decreased by 1.44%

Analysis last updated: Wednesday, August 26, 2026 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Leverage Shares 2X Avgo ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 16, 2025 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 28 trading days, meaning a shock loses half its impact after approximately 28 days. Returns follow a Student-t distribution with v = 4.37 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

32.6501
1.32
α

ARCH

Response to squared shocks

0.0133
0.63
β

GARCH

Volatility persistence

0.9752
41.52***
ν

DF

Student-t tail thickness

4.3657
0.30

Persistence:

0.975

Half-life:

28 days