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