V-Lab
Leverage Shares 2X Long ECHO Daily ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
96.89%
1 Week
98.53%
1 Month
102.71%
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, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 168% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets. The volatility power δ = 0.83 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3678 | 1.73* |
α ARCH Response to squared shocks | 0.1379 | 6.32*** |
β GARCH Volatility persistence | 0.8187 | 25.98*** |
γ leverage Additional response to negative shocks | -0.5321 | -7.31*** |
δ power Transformation power | 0.8324 | 3.41*** |
Persistence:
0.926
Half-life:
9 days
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