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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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