Defiance Daily Target 2X Long LUNR ETF AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, July 8th, 2026
1 Day
95.28%
decreased by 25.77%
1 Week
161.02%
increased by 39.97%
1 Month
541.75%
increased by 420.70%
Analysis last updated: Tuesday, July 7, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 2.87 | |
| 0.8399 | 20.29 | |
| 0.3398 | 28.18 | |
| -2.7749 | -4.88 |
Estimation Period:
Jan 13, 2026 to Jul 2, 2026
Jan 13, 2026 to Jul 2, 2026
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