Leverage Shares 2X Long CIFR Daily ETF MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
238.58%
unchanged at 0.00%
1 Week
238.59%
increased by 0.01%
1 Month
238.61%
increased by 0.03%
Analysis last updated: Tuesday, July 21, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 11, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 31 trading days, meaning a shock loses half its impact after approximately 31 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.61 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9779 | 0.15 |
Persistence:
0.978
Half-life:
31 days
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