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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

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 14, 2026
Boundary 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

ParameterValuet-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