V-Lab
Defiance Daily Target 2X Long LUNR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
208.56%
increased by 5.33%
1 Week
210.26%
increased by 7.03%
1 Month
211.85%
increased by 8.62%
Analysis last updated: Monday, August 17, 2026 at 09:20 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 model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2161 | 4.93*** |
α ARCH Response to squared shocks | 0.2341 | 2.44** |
β GARCH Volatility persistence | 0.4791 | 1.68* |
Spline Coefficients
K=1
| γ1 | 1.3955 | 1.12 |
Persistence:
0.713
Half-life:
2 days
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