Skip to main content
V-Lab

Leverage Shares 2X Long NIO Daily ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

111.68%

unchanged at 0.00%

1 Week

111.68%

unchanged at 0.00%

1 Month

111.68%

unchanged at 0.00%

Analysis last updated: Tuesday, July 14, 2026 at 09:28 PM UTC

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2X Long NIO Daily ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 18, 2025 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 20 trading days, meaning a shock loses half its impact after approximately 20 days. Returns follow a Student-t distribution with v = 8.38 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

49.4955
0.55
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9653
1.85*
ν

DF

Student-t tail thickness

8.3839
0.12

Persistence:

0.965

Half-life:

20 days