Leverage Shares 2X Long CIFR Daily ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
225.92%
increased by 0.96%
1 Week
227.80%
increased by 2.84%
1 Month
235.00%
increased by 10.04%
Analysis last updated: Tuesday, July 21, 2026 at 09:28 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
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 71 | |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9314 | 0.00 |
γ leverage Additional response to negative shocks | 0.0000 | 0.00 |
λ₁ tau intercept Baseline long-term coefficient | 2.4805 | 0.00 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0273 | 0.00 |
λ₃ tau persistence Long-term factor persistence | 0.9727 | 0.00 |
Persistence:
0.931
Half-life:
10 days
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