Leverage Shares 2X Long ABNB Daily ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
61.48%
unchanged at 0.00%
1 Week
61.48%
unchanged at 0.00%
1 Month
61.48%
unchanged at 0.00%
Analysis last updated: Monday, July 20, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 2025 to Jul 17, 2026σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 22.23*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | 0.5627 | 0.00 |
Persistence:
0.000
Half-life:
-
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