V-Lab
Leverage Shares 2X Long GLW Daily ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
172.19%
increased by 2.61%
1 Week
172.24%
increased by 2.66%
1 Month
172.33%
increased by 2.75%
Analysis last updated: Friday, July 24, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 10, 2026 to Jul 24, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days. Returns follow a Student-t distribution with v = 200.00 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 | 117.9539 | 20.73*** |
α ARCH Response to squared shocks | 0.0638 | 0.79 |
β GARCH Volatility persistence | 0.8702 | 15.39*** |
ν DF Student-t tail thickness | 200.0000 | 0.01 |
Persistence:
0.870
Half-life:
5 days
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