Leverage Shares 2X Long CIFR Daily ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
197.25%
decreased by 21.24%
1 Week
201.54%
decreased by 16.95%
1 Month
202.86%
decreased by 15.63%
Analysis last updated: Tuesday, July 14, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 11, 2025 to Jul 10, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9787 | 6.63*** |
α ARCH Response to squared shocks | 0.0935 | 1.11 |
β GARCH Volatility persistence | 0.2208 | 0.32 |
Spline Coefficients
K=1
| γ1 | -0.1069 | -0.10 |
Persistence:
0.314
Half-life:
1 days
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