V-Lab
Leverage Shares 2X Long ECHO Daily ETF MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
112.10%
decreased by 1.15%
1 Week
114.89%
increased by 1.64%
1 Month
121.68%
increased by 8.43%
Analysis last updated: Friday, August 7, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 16, 2025 to Aug 7, 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 | 1.61 |
α ARCH Response to squared shocks | 0.1126 | 3.52*** |
β GARCH Volatility persistence | 0.8143 | 40.86*** |
Persistence:
0.927
Half-life:
9 days
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