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V-Lab

Leverage Shares 2x Long IREN Daily ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

297.58%

increased by 108.83%

1 Week

228.78%

increased by 40.03%

1 Month

207.78%

increased by 19.03%

Analysis last updated: Monday, July 20, 2026 at 09:29 PM UTC

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2x Long IREN Daily ETF S0GARCH

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

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1118
5.80***
α

ARCH

Response to squared shocks

0.1984
2.48**
β

GARCH

Volatility persistence

0.0000
0.00
γi Spline Coefficients
K=1
γ10.7650
0.74

Persistence:

0.198

Half-life:

0 days