Leverage Shares 2X Long ECHO Daily ETF MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
116.13%
increased by 0.16%
1 Week
118.78%
increased by 2.81%
1 Month
125.40%
increased by 9.43%
Analysis last updated: Tuesday, July 21, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 16, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.51 |
α ARCH Response to squared shocks | 0.0863 | 2.80*** |
β GARCH Volatility persistence | 0.8449 | 45.71*** |
Persistence:
0.931
Half-life:
10 days
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