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

Volatility prediction for Monday, July 27th, 2026

1 Day

117.17%

unchanged at 0.00%

1 Week

117.17%

unchanged at 0.00%

1 Month

117.17%

unchanged at 0.00%

Analysis last updated: Friday, July 24, 2026 at 09:52 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 Jul 24, 2026
Hessian SE

Model Insight

Volatility shocks decay with a half-life of 39 trading days, meaning a shock loses half its impact after approximately 39 days. Returns follow a Student-t distribution with v = 6.71 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

54.4778
0.49
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9822
1.29
ν

DF

Student-t tail thickness

6.7056
0.16

Persistence:

0.982

Half-life:

39 days