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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

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 24, 2026

Model 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

ParameterValuet-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