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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2x Long IREN Daily ETF SGARCH

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

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

ParameterValuet-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
γi Spline Coefficients
K=1
γ10.3938
0.11

Persistence:

0.222

Half-life:

0 days