V-Lab
Tradr 2x Long USAR Daily ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, September 9th, 2026
1 Day
192.31%
decreased by 1.12%
1 Week
193.75%
increased by 0.32%
1 Month
197.82%
increased by 4.39%
Analysis last updated: Tuesday, September 8, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Sep 4, 2026Model Insight
Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days. Returns follow a Student-t distribution with v = 89.61 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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Shock decay: Shocks decay with a 13-day half-lifev = 89.61 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 168.7765 | 3.71*** |
| αARCH | 0.0182 | 0.54 |
| βGARCH | 0.9471 | 7.11*** |
| νDF | 89.6107 | 0.00 |
0.947
Persistence13d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 168.7765 | 3.71*** |
α ARCH Response to squared shocks | 0.0182 | 0.54 |
β GARCH Volatility persistence | 0.9471 | 7.11*** |
ν DF Student-t tail thickness | 89.6107 | 0.00 |
Persistence:
0.947
Half-life:
13 days
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