V-Lab
Leverage Shares 2X Long NIO Daily ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
102.91%
increased by 1.08%
1 Week
104.36%
increased by 2.53%
1 Month
106.86%
increased by 5.03%
Analysis last updated: Tuesday, July 28, 2026 at 02:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2025 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days. Returns follow a Student-t distribution with v = 8.25 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 | 46.8887 | 2.56** |
α ARCH Response to squared shocks | 0.0376 | 0.46 |
β GARCH Volatility persistence | 0.8591 | 8.03*** |
ν DF Student-t tail thickness | 8.2515 | 0.07 |
Persistence:
0.859
Half-life:
5 days
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