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V-Lab

Direxion Daily Intc Bull 2X ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 28th, 2026

1 Day

170.11%

decreased by 8.06%

1 Week

169.69%

decreased by 8.48%

1 Month

168.85%

decreased by 9.32%

Analysis last updated: Monday, July 27, 2026 at 09:25 PM UTC

Date Range:

from

to

6M ·

All

graph of Direxion Daily Intc Bull 2X ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 19, 2025 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. Returns follow a Student-t distribution with v = 5.40 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

112.1175
2.43**
α

ARCH

Response to squared shocks

0.0513
1.11
β

GARCH

Volatility persistence

0.8832
10.31***
ν

DF

Student-t tail thickness

5.4017
0.28

Persistence:

0.883

Half-life:

6 days