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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

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 Aug 7, 2026

Model 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

ParameterValuet-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