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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 11, 2025 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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