V-Lab
Defiance Daily Target 2X Long LUNR ETF Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, August 17th, 2026
1 Day
366.95%
1 Week
370.37%
1 Month
383.74%
Analysis last updated: Friday, August 14, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Aug 14, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
Inverse leverage: volatility responds almost entirely to positive returns
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 2.35** |
α ARCH Response to squared shocks | 0.1764 | 4.01*** |
β GARCH Volatility persistence | 0.9118 | 75.92*** |
γ leverage Additional response to negative shocks | -0.1764 | -3.80*** |
Persistence:
1.000
Half-life:
-
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