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, May 26th, 2026
1 Day
223.04%
decreased by 173.44%
1 Week
311.54%
decreased by 84.94%
1 Month
885.82%
increased by 489.34%
Analysis last updated: Friday, May 22, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 2.53 | |
| 0.9292 | 14.18 | |
| 0.2402 | 19.45 | |
| -5.7606 | -9.82 |
Estimation Period:
Dec 11, 2025 to May 22, 2026
Dec 11, 2025 to May 22, 2026
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