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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2X Long NIO Daily ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 18, 2025 to Jul 17, 2026

Model 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

ParameterValuet-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