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Defiance 2x Daily Long Pure Drone and Aerial Automation ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

212.39%

unchanged at 0.00%

1 Week

212.39%

unchanged at 0.00%

1 Month

212.39%

unchanged at 0.00%

Analysis last updated: Thursday, August 6, 2026 at 02:15 AM UTC

Date Range:

from

to

6M ·

All

graph of Defiance 2x Daily Long Pure Drone and Aerial Automation ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 3, 2026 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 12 trading days, meaning a shock loses half its impact after approximately 12 days. Returns follow a Student-t distribution with v = 2.99 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

178.9998
0.14
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9432
0.98
ν

DF

Student-t tail thickness

2.9870
0.21

Persistence:

0.943

Half-life:

12 days