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Defiance 2x Daily Long Pure Drone and Aerial Automation 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 Thursday, August 6th, 2026

1 Day

206.94%

decreased by 47.18%

1 Week

237.92%

decreased by 16.20%

1 Month

376.68%

increased by 122.56%

Analysis last updated: Thursday, August 6, 2026 at 02:15 AM UTC

Date Range:

from

to

6M ·

All

graph of Defiance 2x Daily Long Pure Drone and Aerial Automation ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 3, 2026 to Jul 31, 2026

Model Insight

Estimated persistence of 1.062 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

15.0000
1.99**
α

ARCH

Response to squared shocks

0.4577
4.68***
β

GARCH

Volatility persistence

0.6043
8.20***
γ

leverage

Additional response to negative shocks

-0.6123
-0.85

Persistence:

1.062

Half-life:

-