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V-Lab

Leverage Shares 2X Long ECHO Daily ETF Asy. MEM Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

100.37%

decreased by 3.32%

1 Week

107.01%

increased by 3.32%

1 Month

124.05%

increased by 20.36%

Analysis last updated: Friday, July 24, 2026 at 09:51 PM UTC

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2X Long ECHO Daily ETF AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 16, 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.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
2.37**
α

ARCH

Response to squared shocks

0.2748
2.67***
β

GARCH

Volatility persistence

0.7937
22.97***
γ

leverage

Additional response to negative shocks

-0.2429
-2.21**

Persistence:

0.947

Half-life:

13 days