Leverage Shares 2x Long IREN Daily ETF Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
171.63%
decreased by 17.22%
1 Week
188.23%
decreased by 0.62%
1 Month
192.37%
increased by 3.52%
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
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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1046 | 5.70*** |
α ARCH Response to squared shocks | 0.2219 | 2.73*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=1
| γ1 | 0.3938 | 0.11 |
Persistence:
0.222
Half-life:
0 days
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