V-Lab
Leverage Shares 2X Long NIO Daily ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
97.51%
increased by 0.61%
1 Week
98.87%
increased by 1.97%
1 Month
101.63%
increased by 4.73%
Analysis last updated: Tuesday, July 28, 2026 at 02:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2025 to Jul 24, 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 6 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0684 | 6.15*** |
α ARCH Response to squared shocks | 0.0366 | 0.71 |
β GARCH Volatility persistence | 0.8527 | 2.51** |
Spline Coefficients
K=1
| γ1 | 0.4959 | 0.51 |
Persistence:
0.889
Half-life:
6 days
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