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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

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 Jul 24, 2026

Model 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

ParameterValuet-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