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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

Date Range:

from

to

6M ·

1Y ·

All

graph of Leverage Shares 2X Avgo ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 16, 2025 to Aug 14, 2026

Model 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

ParameterValuet-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