Betapro S&P/Tsx CP FN 2X BUL GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, October 20th, 2026
1 Day
32.60%
decreased by 1.41%
1 Week
32.58%
decreased by 1.43%
1 Month
32.54%
decreased by 1.47%
Analysis last updated: Tuesday, October 20, 2026 at 09:05 AM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 12, 2007 to Oct 16, 2026Model Insight
Volatility shocks decay with a half-life of 43 trading days, meaning a shock loses half its impact after approximately 43 days. Returns follow a Student-t distribution with v = 9.33 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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Shock decay: Shocks decay with a 43-day half-lifev = 9.33 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 4.1069 | 2.06** |
| αARCH | 0.1052 | 7.44*** |
| βGARCH | 0.9839 | 111.18*** |
| νDF | 9.3253 | 1.15 |
0.984
Persistence43d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.1069 | 2.06** |
α ARCH Response to squared shocks | 0.1052 | 7.44*** |
β GARCH Volatility persistence | 0.9839 | 111.18*** |
ν DF Student-t tail thickness | 9.3253 | 1.15 |
Persistence:
0.984
Half-life:
43 days
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