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V-Lab

Leverage Shares 2X Long DUOL Daily ETF MF2-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

41.09%

increased by 6.65%

1 Week

38.26%

increased by 3.82%

1 Month

35.75%

increased by 1.31%

Analysis last updated: Saturday, July 25, 2026 at 02:21 AM UTC

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2X Long DUOL Daily ETF MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 11, 2025 to Jul 24, 2026
Boundary Parameters

Model 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

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

56
α

ARCH

Response to squared shocks

0.5000
124.16***
β

GARCH

Volatility persistence

0.0325
213.65***
γ

leverage

Additional response to negative shocks

-0.5000
-125.28***
λ₁

tau intercept

Baseline long-term coefficient

0.0000
0.00
λ₂

forecast adj.

Forecast performance sensitivity

0.0381
88.59***
λ₃

tau persistence

Long-term factor persistence

0.6545
640.41***

Persistence:

0.282

Half-life:

1 days