Skip to main content
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

Date Range:

from

to

6M ·

All

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

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 16, 2025 to Aug 14, 2026
Hessian 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

ParameterValuet-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