Leverage Shares 2X Long ONDS Daily ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
181.30%
increased by 0.93%
1 Week
185.10%
increased by 4.73%
1 Month
190.18%
increased by 9.81%
Analysis last updated: Monday, July 20, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Jul 17, 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 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0681 | 5.18*** |
α ARCH Response to squared shocks | 0.0775 | 1.14 |
β GARCH Volatility persistence | 0.7285 | 2.34** |
Spline Coefficients
K=1
| γ1 | 0.6025 | 0.31 |
Persistence:
0.806
Half-life:
3 days
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