V-Lab
Roundhill DLY 2X LG Magn SVN GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
42.26%
decreased by 1.91%
1 Week
43.33%
decreased by 0.84%
1 Month
46.29%
increased by 2.12%
Analysis last updated: Friday, August 21, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 29, 2024 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days. Returns follow a Student-t distribution with v = 7.22 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 | 10.8485 | 6.05*** |
α ARCH Response to squared shocks | 0.0957 | 7.62*** |
β GARCH Volatility persistence | 0.9492 | 118.90*** |
ν DF Student-t tail thickness | 7.2153 | 1.60 |
Persistence:
0.949
Half-life:
13 days
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