V-Lab
Leverage Shares 2X Long CIFR Daily ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
231.86%
increased by 16.00%
1 Week
222.00%
increased by 6.14%
1 Month
217.85%
increased by 1.99%
Analysis last updated: Friday, July 24, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 11, 2025 to Jul 24, 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 | 0.9166 | 6.45*** |
α ARCH Response to squared shocks | 0.0701 | 0.86 |
β GARCH Volatility persistence | 0.3683 | 0.48 |
Spline Coefficients
K=1
| γ1 | -0.5217 | -0.58 |
Persistence:
0.438
Half-life:
1 days
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