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V-Lab

Tradr 2x Long USAR Daily ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 20th, 2026

1 Day

208.53%

decreased by 0.20%

1 Week

208.84%

increased by 0.11%

1 Month

209.59%

increased by 0.86%

Analysis last updated: Wednesday, August 19, 2026 at 09:21 PM UTC

Date Range:

from

to

6M ·

All

graph of Tradr 2x Long USAR Daily ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 13, 2026 to Aug 14, 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

175.8595
10.42***
α

ARCH

Response to squared shocks

0.0039
0.33
β

GARCH

Volatility persistence

0.9128
2.90***
ν

DF

Student-t tail thickness

200.0000
0.00

Persistence:

0.913

Half-life:

8 days