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V-Lab

Tradr 2X Short SMR Daily ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, August 14th, 2026

1 Day

182.47%

decreased by 7.85%

1 Week

183.84%

decreased by 6.48%

1 Month

187.37%

decreased by 2.95%

Analysis last updated: Friday, August 14, 2026 at 02:18 AM UTC

Date Range:

from

to

6M ·

All

graph of Tradr 2X Short SMR Daily ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 11, 2026 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. Returns follow a Student-t distribution with v = 11.49 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

147.6569
3.97***
α

ARCH

Response to squared shocks

0.0841
2.24**
β

GARCH

Volatility persistence

0.9312
45.30***
ν

DF

Student-t tail thickness

11.4940
0.22

Persistence:

0.931

Half-life:

10 days