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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Jul 17, 2026Model 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.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-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
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