V-Lab
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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 3, 2026 to Jul 31, 2026Model 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
| Parameter | Value | t-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:
-
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