Leverage Shares 2X Long CIFR Daily ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
203.04%
unchanged at 0.00%
1 Week
203.04%
unchanged at 0.00%
1 Month
203.04%
unchanged at 0.00%
Analysis last updated: Monday, July 20, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 11, 2025 to Jul 17, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 195 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 163.5904 | 0.22 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9965 | 0.05 |
ν DF Student-t tail thickness | 200.0000 | 0.01 |
Persistence:
0.996
Half-life:
195 days
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