V-Lab
Leverage Shares 2X Long ECHO Daily ETF MEM Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
98.38%
decreased by 1.86%
1 Week
103.21%
increased by 2.97%
1 Month
114.40%
increased by 14.16%
Analysis last updated: Monday, August 17, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 16, 2025 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.63 |
α ARCH Response to squared shocks | 0.1214 | 3.75*** |
β GARCH Volatility persistence | 0.8027 | 38.59*** |
Persistence:
0.924
Half-life:
9 days
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