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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2025 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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