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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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