V-Lab
Leverage Shares 2X Long ONDS Daily ETF Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
190.02%
decreased by 1.37%
1 Week
198.11%
increased by 6.72%
1 Month
202.65%
increased by 11.26%
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
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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0610 | 4.51*** |
α ARCH Response to squared shocks | 0.0792 | 0.80 |
β GARCH Volatility persistence | 0.4903 | 0.64 |
Spline Coefficients
K=1
| γ1 | 1.1633 | 0.23 |
Persistence:
0.570
Half-life:
1 days
Other Leverage Shares 2X Long ONDS Daily ETF Analyses
Other Spline-GARCH Analyses on ETFs