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V-Lab

Tradr 2X SNDK Long Daily ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

252.01%

decreased by 10.66%

1 Week

248.85%

decreased by 13.82%

1 Month

240.97%

decreased by 21.70%

Analysis last updated: Monday, July 20, 2026 at 09:23 PM UTC

Date Range:

from

to

6M ·

All

graph of Tradr 2X SNDK Long Daily ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 27, 2026 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. Returns follow a Student-t distribution with v = 200.00 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

209.6171
11.82***
α

ARCH

Response to squared shocks

0.0656
1.04
β

GARCH

Volatility persistence

0.9197
12.66***
ν

DF

Student-t tail thickness

200.0000
0.01

Persistence:

0.920

Half-life:

8 days