Leverage Shares 2X Long ECHO Daily ETF APARCH Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
101.63%
increased by 5.15%
1 Week
104.81%
increased by 8.33%
1 Month
113.37%
increased by 16.89%
Analysis last updated: Wednesday, July 15, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 16, 2025 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days. The volatility power δ = 1.34 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 1.16 |
α ARCH Response to squared shocks | 0.0557 | 0.11 |
β GARCH Volatility persistence | 0.8804 | 30.36*** |
γ leverage Additional response to negative shocks | -1.0000 | -0.08 |
δ power Transformation power | 1.3379 | 2.68*** |
Persistence:
0.939
Half-life:
11 days
Other Leverage Shares 2X Long ECHO Daily ETF Analyses
Other APARCH Analyses on ETFs