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V-Lab

Tradr 2X Long WDC Daily ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

199.57%

decreased by 16.46%

1 Week

200.79%

decreased by 15.24%

1 Month

204.61%

decreased by 11.42%

Analysis last updated: Monday, July 20, 2026 at 09:23 PM UTC

Date Range:

from

to

6M ·

All

graph of Tradr 2X Long WDC Daily ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 27, 2026 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 19 trading days, meaning a shock loses half its impact after approximately 19 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

185.9567
4.14***
α

ARCH

Response to squared shocks

0.1576
4.18***
β

GARCH

Volatility persistence

0.9641
62.73***
ν

DF

Student-t tail thickness

200.0000
0.03

Persistence:

0.964

Half-life:

19 days