V-Lab
Leverage Shares 2X Long CIFR Daily ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
219.32%
increased by 2.38%
1 Week
220.94%
increased by 4.00%
1 Month
222.03%
increased by 5.09%
Analysis last updated: Friday, August 14, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 11, 2025 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day. Returns follow a Student-t distribution with v = 124.36 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 | 196.2942 | 24.37*** |
α ARCH Response to squared shocks | 0.1487 | 2.67*** |
β GARCH Volatility persistence | 0.6190 | 6.83*** |
ν DF Student-t tail thickness | 124.3620 | 0.04 |
Persistence:
0.619
Half-life:
1 days
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