V-Lab
Leverage Shares 2X Long DUOL Daily ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
123.71%
unchanged at 0.00%
1 Week
123.71%
unchanged at 0.00%
1 Month
123.71%
unchanged at 0.00%
Analysis last updated: Saturday, July 25, 2026 at 02:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 11, 2025 to Jul 24, 2026Hessian SE
Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.9579 | 0.02 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9348 | 0.34 |
γ leverage Additional response to negative shocks | 0.0000 | 0.00 |
Persistence:
0.935
Half-life:
10 days
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