V-Lab
Leverage Shares 2X Long ECHO Daily ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
114.98%
unchanged at 0.00%
1 Week
114.98%
unchanged at 0.00%
1 Month
114.98%
unchanged at 0.00%
Analysis last updated: Friday, August 14, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 16, 2025 to Aug 14, 2026Hessian SE
Model Insight
With persistence 0.994, volatility shocks have a half-life of 116 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 = 6.84 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 | 52.4614 | 0.47 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9940 | 0.94 |
ν DF Student-t tail thickness | 6.8393 | 0.16 |
Persistence:
0.994
Half-life:
116 days
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