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V-Lab

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

Volatility prediction for Wednesday, August 12th, 2026

1 Day

260.18%

decreased by 10.11%

1 Week

259.03%

decreased by 11.26%

1 Month

255.53%

decreased by 14.76%

Analysis last updated: Tuesday, August 11, 2026 at 09:52 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 Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 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

240.4300
6.99***
α

ARCH

Response to squared shocks

0.0719
1.27
β

GARCH

Volatility persistence

0.9562
34.19***
ν

DF

Student-t tail thickness

200.0000
0.01

Persistence:

0.956

Half-life:

15 days