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Leverage Shares 2X Long CIFR Daily ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

208.46%

unchanged at 0.00%

1 Week

208.46%

unchanged at 0.00%

1 Month

208.46%

unchanged at 0.00%

Analysis last updated: Friday, July 24, 2026 at 09:50 PM UTC

Date Range:

from

to

6M ·

All

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

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 11, 2025 to Jul 24, 2026
Boundary Parameters
Hessian SE

Model Insight

Volatility shocks decay with a half-life of 34 trading days, meaning a shock loses half its impact after approximately 34 days. Returns follow a Student-t distribution with v = 200.00 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

172.4373
0.20
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9799
0.06
ν

DF

Student-t tail thickness

200.0000
0.00

Persistence:

0.980

Half-life:

34 days