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V-Lab

Defiance Daily Target 2X Long LUNR ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 28th, 2026

1 Day

183.57%

decreased by 13.82%

1 Week

200.38%

increased by 2.99%

1 Month

215.44%

increased by 18.05%

Analysis last updated: Monday, July 27, 2026 at 09:19 PM UTC

Date Range:

from

to

6M ·

All

graph of Defiance Daily Target 2X Long LUNR ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 13, 2026 to Jul 24, 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. Short-run deviations decay with a half-life of 2 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1948
4.56***
α

ARCH

Response to squared shocks

0.2526
2.48**
β

GARCH

Volatility persistence

0.4707
1.71*
γi Spline Coefficients
K=1
γ11.4986
0.87

Persistence:

0.723

Half-life:

2 days