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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 1, 2024 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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