Leverage Shares 2X Long CNC Daily ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
99.13%
decreased by 1.32%
1 Week
100.29%
decreased by 0.16%
1 Month
101.07%
increased by 0.62%
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 18, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 5.86*** |
α ARCH Response to squared shocks | 0.0297 | 1.62 |
β GARCH Volatility persistence | 0.5938 | 17.93*** |
γ leverage Additional response to negative shocks | 3.4257 | 0.43 |
Persistence:
0.623
Half-life:
1 days
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