Leverage Shares 2x Long IREN Daily ETF GARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
208.49%
unchanged at 0.00%
1 Week
208.49%
unchanged at 0.00%
1 Month
208.49%
unchanged at 0.00%
Analysis last updated: Tuesday, July 14, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 16, 2025 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 24 trading days, meaning a shock loses half its impact after approximately 24 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.15 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9710 | 3.78*** |
Persistence:
0.971
Half-life:
24 days
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