V-Lab
Leverage Shares 2X Long ECHO Daily ETF APARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
102.20%
decreased by 2.97%
1 Week
105.54%
increased by 0.37%
1 Month
114.10%
increased by 8.93%
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 10 trading days, meaning a shock loses half its impact after approximately 10 days. The volatility power δ = 1.28 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 1.12 |
α ARCH Response to squared shocks | 0.0551 | 0.22 |
β GARCH Volatility persistence | 0.8753 | 30.02*** |
γ leverage Additional response to negative shocks | -1.0000 | -0.15 |
δ power Transformation power | 1.2808 | 2.59*** |
Persistence:
0.930
Half-life:
10 days
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