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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

Date Range:

from

to

6M ·

All

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

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 10, 2026 to Jul 24, 2026
Boundary 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

ParameterValuet-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