V-Lab
Leverage Shares 2X Avgo ETF MEM Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
94.10%
decreased by 4.10%
1 Week
94.64%
decreased by 3.56%
1 Month
96.75%
decreased by 1.45%
Analysis last updated: Monday, August 17, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 16, 2025 to Aug 14, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 567 trading days (~2.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2452 | 1.90* |
α ARCH Response to squared shocks | 0.1111 | 8.62*** |
β GARCH Volatility persistence | 0.8876 | 105.28*** |
Persistence:
0.999
Half-life:
567 days
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