V-Lab
Defiance Daily Target 2X Long LUNR ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, September 16th, 2026
1 Day
136.29%
1 Week
131.00%
1 Month
116.02%
Analysis last updated: Wednesday, September 16, 2026 at 02:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Sep 11, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 43% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0954 | 0.39 |
| αARCH | 0.1715 | 3.37*** |
| βGARCH | 0.8182 | 15.39*** |
| γleverage | -0.3433 | -2.27** |
| δpower | 0.5000 | 0.56 |
0.957
Persistence16d
Half-lifeAPMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0954 | 0.39 |
α ARCH Response to squared shocks | 0.1715 | 3.37*** |
β GARCH Volatility persistence | 0.8182 | 15.39*** |
γ leverage Additional response to negative shocks | -0.3433 | -2.27** |
δ power Transformation power | 0.5000 | 0.56 |
Persistence:
0.957
Half-life:
16 days
Other Defiance Daily Target 2X Long LUNR ETF Analyses
Other Asy. Power MEM Analyses on ETFs