Leverage Shares 2X Long CNC Daily ETF AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
82.12%
decreased by 41.60%
1 Week
233.50%
increased by 109.78%
1 Month
8,043.67%
increased by 7,919.95%
Analysis last updated: Friday, May 22, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 6.99 | |
| 1.6738 | 6.54 | |
| 0.0000 | 0.00 | |
| 3.0963 | 8.55 |
Estimation Period:
Dec 18, 2025 to May 22, 2026
Dec 18, 2025 to May 22, 2026
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