Leverage Shares 2x Long IREN Daily ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
198.22%
decreased by 55.83%
1 Week
213.86%
decreased by 40.19%
1 Month
247.21%
decreased by 6.84%
Analysis last updated: Monday, July 20, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 16, 2025 to Jul 17, 2026Model Insight
The news-impact curve is shifted (γ = 5.59) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 3.27*** |
α ARCH Response to squared shocks | 0.3841 | 15.72*** |
β GARCH Volatility persistence | 0.5319 | 45.41*** |
γ leverage Additional response to negative shocks | 5.5897 | 9.18*** |
Persistence:
0.916
Half-life:
8 days
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