V-Lab
Leverage Shares 2X Long ONDS Daily ETF AGARCH Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
146.24%
decreased by 9.54%
1 Week
156.44%
increased by 0.66%
1 Month
175.95%
increased by 20.17%
Analysis last updated: Wednesday, August 19, 2026 at 09:26 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
Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 2.88*** |
α ARCH Response to squared shocks | 0.1744 | 5.64*** |
β GARCH Volatility persistence | 0.7186 | 119.12*** |
γ leverage Additional response to negative shocks | -2.2775 | -1.95* |
Persistence:
0.893
Half-life:
6 days
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