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V-Lab

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

Volatility prediction for Tuesday, July 28th, 2026

1 Day

196.28%

decreased by 14.79%

1 Week

218.85%

increased by 7.78%

1 Month

239.55%

increased by 28.48%

Analysis last updated: Monday, July 27, 2026 at 09:19 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 Jul 24, 2026

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

244.0124
9.91***
α

ARCH

Response to squared shocks

0.2775
2.88***
β

GARCH

Volatility persistence

0.7342
11.14***
ν

DF

Student-t tail thickness

200.0000
0.04

Persistence:

0.734

Half-life:

2 days