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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 19, 2025 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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