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V-Lab

Leverage Shares 2X Long DUOL Daily ETF Asy. MEM Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

122.03%

decreased by 0.24%

1 Week

121.99%

decreased by 0.28%

1 Month

121.87%

decreased by 0.40%

Analysis last updated: Saturday, August 8, 2026 at 02:19 AM UTC

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2X Long DUOL Daily ETF AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 11, 2025 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.6292
3.16***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9519
46.97***
γ

leverage

Additional response to negative shocks

0.0066
0.22

Persistence:

0.955

Half-life:

15 days