V-Lab
Tradr 2X Long WDC Daily ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
195.01%
decreased by 5.13%
1 Week
195.32%
decreased by 4.82%
1 Month
196.29%
decreased by 3.85%
Analysis last updated: Friday, August 14, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 14, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 158.2404 | 5.46*** |
α ARCH Response to squared shocks | 0.0978 | 3.99*** |
β GARCH Volatility persistence | 0.9668 | 61.57*** |
ν DF Student-t tail thickness | 200.0000 | 0.03 |
Persistence:
0.967
Half-life:
21 days
Other Tradr 2X Long WDC Daily ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs