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V-Lab

Tradr 2X Long Innovation 100 Quarterly ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

50.09%

decreased by 0.19%

1 Week

49.60%

decreased by 0.68%

1 Month

47.98%

decreased by 2.30%

Analysis last updated: Saturday, July 25, 2026 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Tradr 2X Long Innovation 100 Quarterly ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 1, 2024 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days. Returns follow a Student-t distribution with v = 6.24 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

6.9133
5.26***
α

ARCH

Response to squared shocks

0.0890
9.19***
β

GARCH

Volatility persistence

0.9671
186.47***
ν

DF

Student-t tail thickness

6.2355
2.35**

Persistence:

0.967

Half-life:

21 days