Leverage Shares 2X Long NIO Daily ETF GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
103.50%
decreased by 0.41%
1 Week
104.74%
increased by 0.83%
1 Month
107.33%
increased by 3.42%
Analysis last updated: Tuesday, July 21, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.87 |
α ARCH Response to squared shocks | 0.0216 | 1.76* |
β GARCH Volatility persistence | 0.8742 | 7.04*** |
Persistence:
0.896
Half-life:
6 days
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