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V-Lab

Defiance Daily Target 2X Long LUNR ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

218.91%

increased by 30.97%

1 Week

228.42%

increased by 40.48%

1 Month

237.47%

increased by 49.53%

Analysis last updated: Friday, August 14, 2026 at 09:30 PM UTC

Date Range:

from

to

6M ·

All

graph of Defiance Daily Target 2X Long LUNR ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 13, 2026 to Aug 14, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 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

230.9317
10.45***
α

ARCH

Response to squared shocks

0.2652
2.90***
β

GARCH

Volatility persistence

0.7289
11.82***
ν

DF

Student-t tail thickness

200.0000
0.04

Persistence:

0.729

Half-life:

2 days