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V-Lab

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

Volatility prediction for Monday, July 27th, 2026

1 Day

65.55%

decreased by 34.92%

1 Week

70.39%

decreased by 30.08%

1 Month

69.14%

decreased by 31.33%

Analysis last updated: Saturday, July 25, 2026 at 02:21 AM 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 24, 2026
Boundary Parameters

Model Insight

This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

51
α

ARCH

Response to squared shocks

0.0000
0.04
β

GARCH

Volatility persistence

0.0000
0.01
γ

leverage

Additional response to negative shocks

0.5000
40.21***
λ₁

tau intercept

Baseline long-term coefficient

0.0000
0.00
λ₂

forecast adj.

Forecast performance sensitivity

0.1014
13.48***
λ₃

tau persistence

Long-term factor persistence

0.8464
22.75***

Persistence:

0.250

Half-life:

1 days