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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2x Long IREN Daily ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 16, 2025 to Jul 17, 2026

Model 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

ParameterValuet-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