V-Lab
Defiance Daily Target 2X Long LUNR ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
197.14%
increased by 7.36%
1 Week
197.63%
increased by 7.85%
1 Month
199.44%
increased by 9.66%
Analysis last updated: Friday, August 14, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Aug 14, 2026Model Insight
This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.4219 | 1.03 |
α ARCH Response to squared shocks | 0.0666 | 2.17** |
β GARCH Volatility persistence | 0.9536 | 60.93*** |
γ leverage Additional response to negative shocks | -0.0666 | -2.06** |
Persistence:
0.987
Half-life:
52 days
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