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V-Lab

Leverage Shares 2X Long ECHO Daily ETF MF2-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

82.47%

decreased by 0.89%

1 Week

513,724,583,020,902.40%

increased by 513,724,583,020,819.00%

1 Month

9,436,027,130,100,888,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

increased by 9,436,027,130,100,888,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

Analysis last updated: Monday, July 20, 2026 at 09:28 PM UTC

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2X Long ECHO Daily ETF MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 16, 2025 to Jul 17, 2026

Model Insight

This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

66
α

ARCH

Response to squared shocks

0.5000
31.16***
β

GARCH

Volatility persistence

0.0514
414.18***
γ

leverage

Additional response to negative shocks

-0.5000
-32.24***
λ₁

tau intercept

Baseline long-term coefficient

0.0000
0.00
λ₂

forecast adj.

Forecast performance sensitivity

0.7337
8.74***
λ₃

tau persistence

Long-term factor persistence

0.0000
0.00

Persistence:

0.301

Half-life:

1 days