V-Lab
Leverage Shares 2X Long DUOL Daily ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
124.58%
unchanged at 0.00%
1 Week
124.58%
unchanged at 0.00%
1 Month
124.58%
unchanged at 0.00%
Analysis last updated: Saturday, August 8, 2026 at 02:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 11, 2025 to Aug 7, 2026Hessian SE
Model Insight
With persistence 0.997, volatility shocks have a half-life of 211 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.70 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 | 61.5921 | 0.09 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9967 | 1.33 |
ν DF Student-t tail thickness | 5.7043 | 0.06 |
Persistence:
0.997
Half-life:
211 days
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