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V-Lab

Leverage Shares 2X Long ECHO Daily ETF AGARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

104.97%

decreased by 2.52%

1 Week

108.16%

increased by 0.67%

1 Month

110.90%

increased by 3.41%

Analysis last updated: Friday, August 14, 2026 at 09:47 PM UTC

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2X Long ECHO Daily ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 16, 2025 to Aug 14, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

15.0000
6.20***
α

ARCH

Response to squared shocks

0.0721
2.91***
β

GARCH

Volatility persistence

0.6251
15.43***
γ

leverage

Additional response to negative shocks

0.9344
0.67

Persistence:

0.697

Half-life:

2 days