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V-Lab

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

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

117.76%

unchanged at 0.00%

1 Week

117.76%

unchanged at 0.00%

1 Month

117.76%

unchanged at 0.00%

Analysis last updated: Tuesday, July 21, 2026 at 09:28 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 17, 2026

Model Insight

Volatility shocks decay with a half-life of 54 trading days, meaning a shock loses half its impact after approximately 54 days. Returns follow a Student-t distribution with v = 6.30 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

55.0324
0.49
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9872
0.65
ν

DF

Student-t tail thickness

6.2986
0.13

Persistence:

0.987

Half-life:

54 days