Defiance Daily Target 2X Long LUNR ETF MF2-GARCH 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
92.25%
decreased by 5.22%
1 Week
96.41%
decreased by 1.06%
1 Month
110.06%
increased by 12.59%
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 | |
|---|---|---|
| 36 | ||
| 0.0525 | 0.71 | |
| 0.9724 | 445.46 | |
| -0.0499 | -0.72 | |
| 0.0000 | 0.00 | |
| 0.1004 | 0.72 | |
| 0.0019 | 0.70 |
Estimation Period:
Jan 13, 2026 to Jul 2, 2026
Jan 13, 2026 to Jul 2, 2026
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