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V-Lab

Leverage Shares 2X Long CNC Daily ETF MF2-GARCH Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

134.04%

increased by 2.10%

1 Week

144.55%

increased by 12.61%

1 Month

183.67%

increased by 51.73%

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 MF2-GARCH

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

This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

51
α

ARCH

Response to squared shocks

0.2621
74.76***
β

GARCH

Volatility persistence

0.8349
275.46***
γ

leverage

Additional response to negative shocks

-0.2621
-75.36***
λ₁

tau intercept

Baseline long-term coefficient

10.0000
12.31***
λ₂

forecast adj.

Forecast performance sensitivity

0.0653
0.71
λ₃

tau persistence

Long-term factor persistence

0.9347
23.44***

Persistence:

0.966

Half-life:

20 days