V-Lab
Tradr 2x Long USAR Daily ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, July 30th, 2026
1 Day
213.01%
increased by 0.04%
1 Week
213.05%
increased by 0.08%
1 Month
213.12%
increased by 0.15%
Analysis last updated: Wednesday, July 29, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. Returns follow a Student-t distribution with v = 191.21 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 | 180.3822 | 2.83*** |
α ARCH Response to squared shocks | 0.0006 | 0.01 |
β GARCH Volatility persistence | 0.8980 | 0.02 |
ν DF Student-t tail thickness | 191.2126 | 0.00 |
Persistence:
0.898
Half-life:
6 days
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