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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Jul 24, 2026Model 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 | 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
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