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V-Lab

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

Volatility prediction for Monday, July 27th, 2026

1 Day

98.90%

unchanged at 0.00%

1 Week

98.90%

unchanged at 0.00%

1 Month

98.90%

unchanged at 0.00%

Analysis last updated: Saturday, July 25, 2026 at 02:21 AM 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 24, 2026
Hessian SE

Model Insight

With persistence 0.992, volatility shocks have a half-life of 88 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.64 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

38.8149
0.26
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9922
4.78***
ν

DF

Student-t tail thickness

3.6404
0.27

Persistence:

0.992

Half-life:

88 days