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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

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 Aug 14, 2026

Model 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

ParameterValuet-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