Leverage Shares 2x Long IREN Daily ETF APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
215.61%
decreased by 2.46%
1 Week
216.05%
decreased by 2.02%
1 Month
217.81%
decreased by 0.26%
Analysis last updated: Friday, May 22, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 0.07 | |
| 0.0100 | 0.00 | |
| 0.9717 | 19.62 | |
| -0.9999 | 0.00 | |
| 2.3152 | 5.87 |
Estimation Period:
Dec 16, 2025 to May 22, 2026
Dec 16, 2025 to May 22, 2026
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