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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 16, 2025 to Jul 24, 2026Boundary 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
| Parameter | Value | t-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
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