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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 11, 2025 to Aug 21, 2026Hessian 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
| Parameter | Value | t-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
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