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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

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2X Long ONDS Daily ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 13, 2026 to Aug 14, 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

AGARCH Model

Tap to view equation

ParameterValuet-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