V-Lab
Leverage Shares 2x Long IREN Daily ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
211.01%
unchanged at 0.00%
1 Week
211.01%
unchanged at 0.00%
1 Month
211.03%
increased by 0.02%
Analysis last updated: Friday, July 24, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 16, 2025 to Jul 24, 2026Boundary Parameters
Hessian SE
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
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 5.00*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9717 | 4.96*** |
γ leverage Additional response to negative shocks | 0.0000 | 0.00 |
Persistence:
0.972
Half-life:
24 days
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