Tradr 2x Long USAR Daily ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, October 20th, 2026
1 Day
155.22%
decreased by 0.23%
1 Week
155.46%
increased by 0.01%
1 Month
156.45%
increased by 1.00%
Analysis last updated: Tuesday, October 20, 2026 at 02:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Oct 16, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 58.59 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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High persistence: persistence 0.999, shock half-life ~693 daysv = 58.59 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 248.9504 | 1.34 |
| αARCH | 0.0437 | 1.41 |
| βGARCH | 0.9990 | 70.90*** |
| νDF | 58.5920 | 0.02 |
0.999
Persistence693d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 248.9504 | 1.34 |
α ARCH Response to squared shocks | 0.0437 | 1.41 |
β GARCH Volatility persistence | 0.9990 | 70.90*** |
ν DF Student-t tail thickness | 58.5920 | 0.02 |
Persistence:
0.999
Half-life:
693 days
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