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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2X Long CNC Daily ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 18, 2025 to Jul 17, 2026

Model 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

ParameterValuet-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