Leverage Shares 2X Long CIFR Daily ETF AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, July 21st, 2026
1 Day
178.04%
increased by 1.82%
1 Week
242.70%
increased by 66.48%
1 Month
432.76%
increased by 256.54%
Analysis last updated: Monday, July 20, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 11, 2025 to Jul 17, 2026Model Insight
Estimated persistence of 1.024 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
Asymmetry: positive returns raise volatility more
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 2.15** |
α ARCH Response to squared shocks | 0.6520 | 14.67*** |
β GARCH Volatility persistence | 0.3722 | 21.10*** |
γ leverage Additional response to negative shocks | -7.2879 | -7.65*** |
Persistence:
1.024
Half-life:
-
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