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V-Lab

Defiance Daily Target 2X Short HOOD ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

146.39%

unchanged at 0.00%

1 Week

146.39%

unchanged at 0.00%

1 Month

146.39%

unchanged at 0.00%

Analysis last updated: Tuesday, August 11, 2026 at 10:08 PM UTC

Date Range:

from

to

6M ·

All

graph of Defiance Daily Target 2X Short HOOD ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 13, 2025 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 45 trading days, meaning a shock loses half its impact after approximately 45 days. Returns follow a Student-t distribution with v = 6.66 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

85.0344
0.22
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9847
0.99
ν

DF

Student-t tail thickness

6.6642
0.04

Persistence:

0.985

Half-life:

45 days