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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Aug 14, 2026Boundary 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
| Parameter | Value | t-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
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