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V-Lab

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

Volatility prediction for Monday, August 17th, 2026

1 Day

197.44%

decreased by 16.08%

1 Week

199.72%

decreased by 13.80%

1 Month

200.75%

decreased by 12.77%

Analysis last updated: Friday, August 14, 2026 at 09:52 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 Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day. Returns follow a Student-t distribution with v = 9.40 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

160.4604
12.17***
α

ARCH

Response to squared shocks

0.0968
1.37
β

GARCH

Volatility persistence

0.4826
4.26***
ν

DF

Student-t tail thickness

9.3984
0.22

Persistence:

0.483

Half-life:

1 days