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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 16, 2025 to Aug 14, 2026Boundary 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
| Parameter | Value | t-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
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