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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 16, 2025 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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