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V-Lab

Leverage Shares 2X Long DUOL Daily ETF AGARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

130.96%

decreased by 10.65%

1 Week

128.82%

decreased by 12.79%

1 Month

126.67%

decreased by 14.94%

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 AGARCH

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
Boundary Parameters

Model Insight

The news-impact curve is shifted (γ = -4.36) so that positive returns raise next-day volatility more than negative returns of the same size. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and rare among risky assets.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

15.0000
5.16***
α

ARCH

Response to squared shocks

0.1077
4.27***
β

GARCH

Volatility persistence

0.6206
15.16***
γ

leverage

Additional response to negative shocks

-4.3630
-5.24***

Persistence:

0.728

Half-life:

2 days