V-Lab
Leverage Shares 2X Long GLW Daily ETF Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, September 16th, 2026
1 Day
97.46%
unchanged at 0.00%
1 Week
97.47%
increased by 0.01%
1 Month
97.49%
increased by 0.03%
Analysis last updated: Wednesday, September 16, 2026 at 02:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 10, 2026 to Sep 11, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 14440 trading days (~57.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Spline-GARCH Model
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High persistence: persistence 1.000, shock half-life ~14440 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.7999 | 0.00 |
| αARCH | 0.0000 | 0.00 |
| βGARCH | 1.0000 | 0.00 |
Spline Coefficients
K=1
| γ1 | -18.0100 | -0.01 |
1.000
Persistence14440d
Half-lifeτ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7999 | 0.00 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 1.0000 | 0.00 |
Spline Coefficients
K=1
| γ1 | -18.0100 | -0.01 |
Persistence:
1.000
Half-life:
14440 days
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