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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 11, 2026 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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