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V-Lab

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

Volatility prediction for Tuesday, July 21st, 2026

1 Day

85.25%

decreased by 3.23%

1 Week

96.69%

increased by 8.21%

1 Month

101.44%

increased by 12.96%

Analysis last updated: Monday, July 20, 2026 at 09:28 PM 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 17, 2026

Model Insight

This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

71
α

ARCH

Response to squared shocks

0.0000
0.01
β

GARCH

Volatility persistence

0.3144
127.69***
γ

leverage

Additional response to negative shocks

0.5000
148.59***
λ₁

tau intercept

Baseline long-term coefficient

0.0000
0.00
λ₂

forecast adj.

Forecast performance sensitivity

0.0000
0.00
λ₃

tau persistence

Long-term factor persistence

0.9967
0.95

Persistence:

0.564

Half-life:

1 days