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V-Lab

Leverage Shares 2X Long ONDS Daily ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

194.44%

decreased by 9.03%

1 Week

196.07%

decreased by 7.40%

1 Month

196.96%

decreased by 6.51%

Analysis last updated: Friday, August 14, 2026 at 09:51 PM UTC

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2X Long ONDS Daily ETF S0GARCH

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

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 1 trading day.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0334
6.09***
α

ARCH

Response to squared shocks

0.0810
0.81
β

GARCH

Volatility persistence

0.4710
0.62
γi Spline Coefficients
K=1
γ10.2379
0.21

Persistence:

0.552

Half-life:

1 days