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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2x Long IREN Daily ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 16, 2025 to Jul 10, 2026

Model 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

ParameterValuet-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