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V-Lab

Leverage Shares 2X Long CIFR Daily ETF MF2-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

268.42%

decreased by 17.72%

1 Week

268.42%

decreased by 17.72%

1 Month

268.42%

decreased by 17.72%

Analysis last updated: Friday, July 24, 2026 at 09:50 PM UTC

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2X Long CIFR Daily ETF MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 11, 2025 to Jul 24, 2026

Model Insight

Estimated persistence of 1.000 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.

Inverse leverage: volatility responds almost entirely to positive returns

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
α

ARCH

Response to squared shocks

0.2401
129.16***
β

GARCH

Volatility persistence

0.8799
676.88***
γ

leverage

Additional response to negative shocks

-0.2401
-139.19***
λ₁

tau intercept

Baseline long-term coefficient

172.3523

Persistence:

1.000

Half-life:

-