V-Lab
Leverage Shares 2X Long DUOL Daily ETF EGARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
120.17%
increased by 38.16%
1 Week
122.01%
increased by 40.00%
1 Month
122.64%
increased by 40.63%
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
This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.6151 | 6.62*** |
α ARCH Response to squared shocks | -0.1482 | -2.61*** |
β GARCH Volatility persistence | 0.3610 | 3.73*** |
γ leverage Additional response to negative shocks | 0.1990 | 3.72*** |
Persistence:
0.361
Half-life:
1 days
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