Betapro S&P/Tsx CP FN 2X BUL GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, November 10th, 2026
1 Day
52.02%
increased by 1.87%
1 Week
51.52%
increased by 1.37%
1 Month
49.67%
decreased by 0.48%
Analysis last updated: Tuesday, November 10, 2026 at 10:03 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 Nov 6, 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 = 10.57 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 = 10.57 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 4.2128 | 2.26** |
| αscore | 0.1080 | 7.45*** |
| βpersistence | 0.9839 | 119.95*** |
| νDF | 10.5670 | 0.99 |
0.984
Persistence43d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 4.2128 | 2.26** |
α score Weight on the scaled score | 0.1080 | 7.45*** |
β persistence Volatility persistence | 0.9839 | 119.95*** |
ν DF Student-t tail thickness | 10.5670 | 0.99 |
Persistence:
0.984
Half-life:
43 days
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