V-Lab
Leverage Shares 2X Long GLW Daily ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
211.00%
increased by 0.09%
1 Week
211.18%
increased by 0.27%
1 Month
211.91%
increased by 1.00%
Analysis last updated: Friday, July 24, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 10, 2026 to Jul 24, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 1084 trading days (~4.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9936 | 4.83*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9994 | 22.99*** |
Spline Coefficients
K=1
| γ1 | -6.9827 | -0.69 |
Persistence:
0.999
Half-life:
1084 days
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