V-Lab
Leverage Shares 2X Long ECHO Daily ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
32.36%
decreased by 6.60%
1 Week
24.89%
decreased by 14.07%
1 Month
14.93%
decreased by 24.03%
Analysis last updated: Friday, August 21, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 16, 2025 to Aug 21, 2026Model Insight
This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 81 | |
α ARCH Response to squared shocks | 0.0005 | 3.38*** |
β GARCH Volatility persistence | 0.9506 | 94.86*** |
γ leverage Additional response to negative shocks | 0.0558 | 7.27*** |
λ₁ tau intercept Baseline long-term coefficient | 0.0000 | 0.00 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0001 | 0.13 |
λ₃ tau persistence Long-term factor persistence | 0.6169 | 88.42*** |
Persistence:
0.979
Half-life:
33 days
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