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V-Lab

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

Volatility prediction for Monday, August 24th, 2026

1 Day

126.05%

unchanged at 0.00%

1 Week

126.05%

unchanged at 0.00%

1 Month

126.05%

unchanged at 0.00%

Analysis last updated: Saturday, August 22, 2026 at 02:21 AM UTC

Date Range:

from

to

6M ·

All

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

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 11, 2025 to Aug 21, 2026
Hessian SE

Model Insight

With persistence 0.995, volatility shocks have a half-life of 139 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 6.06 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

63.0511
0.11
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9950
0.58
ν

DF

Student-t tail thickness

6.0583
0.03

Persistence:

0.995

Half-life:

139 days