V-Lab
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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 11, 2025 to Jul 24, 2026Boundary 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
| Parameter | Value | t-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
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