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V-Lab

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

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

100.51%

unchanged at 0.00%

1 Week

100.51%

unchanged at 0.00%

1 Month

100.51%

unchanged at 0.00%

Analysis last updated: Tuesday, July 21, 2026 at 09:28 PM UTC

Date Range:

from

to

6M ·

All

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

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 18, 2025 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 48 trading days, meaning a shock loses half its impact after approximately 48 days. Returns follow a Student-t distribution with v = 3.52 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

40.0899
0.23
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9856
3.59***
ν

DF

Student-t tail thickness

3.5237
0.22

Persistence:

0.986

Half-life:

48 days