V-Lab
Leverage Shares 2X Long DUOL Daily ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
129.74%
unchanged at 0.00%
1 Week
129.74%
unchanged at 0.00%
1 Month
129.74%
unchanged at 0.00%
Analysis last updated: Saturday, August 22, 2026 at 02:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 11, 2025 to Aug 21, 2026Hessian SE
Model Insight
Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.5582 | 1.37 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9467 | 1.26 |
γ leverage Additional response to negative shocks | 0.0000 | 0.00 |
Persistence:
0.947
Half-life:
13 days
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