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V-Lab

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

Volatility prediction for Tuesday, July 21st, 2026

1 Day

187.41%

increased by 2.34%

1 Week

191.83%

increased by 6.76%

1 Month

197.24%

increased by 12.17%

Analysis last updated: Monday, July 20, 2026 at 09:30 PM UTC

Date Range:

from

to

6M ·

All

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

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 13, 2026 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days. Returns follow a Student-t distribution with v = 10.30 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

158.6559
9.32***
α

ARCH

Response to squared shocks

0.0970
2.04**
β

GARCH

Volatility persistence

0.7863
14.15***
ν

DF

Student-t tail thickness

10.2988
0.32

Persistence:

0.786

Half-life:

3 days