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V-Lab

Defiance Daily Target 2X Short HOOD ETF GARCH Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

146.15%

unchanged at 0.00%

1 Week

146.15%

unchanged at 0.00%

1 Month

146.15%

unchanged at 0.00%

Analysis last updated: Tuesday, July 21, 2026 at 09:43 PM UTC

Date Range:

from

to

6M ·

All

graph of Defiance Daily Target 2X Short HOOD ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 13, 2025 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
5.00***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9410
1.36

Persistence:

0.941

Half-life:

11 days