V-Lab
Leverage Shares 2X Long ECHO Daily ETF MEM Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
109.27%
increased by 0.47%
1 Week
112.75%
increased by 3.95%
1 Month
121.27%
increased by 12.47%
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
Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.53 |
α ARCH Response to squared shocks | 0.1069 | 3.42*** |
β GARCH Volatility persistence | 0.8224 | 42.39*** |
Persistence:
0.929
Half-life:
9 days
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