V-Lab
Tradr 2X Long WDC Daily ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
208.71%
decreased by 12.74%
1 Week
208.91%
decreased by 12.54%
1 Month
209.58%
decreased by 11.87%
Analysis last updated: Tuesday, August 11, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 25 trading days, meaning a shock loses half its impact after approximately 25 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 | 179.1679 | 4.06*** |
α ARCH Response to squared shocks | 0.1081 | 3.90*** |
β GARCH Volatility persistence | 0.9731 | 68.23*** |
ν DF Student-t tail thickness | 200.0000 | 0.03 |
Persistence:
0.973
Half-life:
25 days
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