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V-Lab

Leverage Shares 2X Long NIO Daily ETF Asy. MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

98.58%

decreased by 1.96%

1 Week

102.36%

increased by 1.82%

1 Month

110.72%

increased by 10.18%

Analysis last updated: Monday, July 20, 2026 at 09:29 PM UTC

Date Range:

from

to

6M ·

All

graph of Leverage Shares 2X Long NIO Daily ETF AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 18, 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.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
2.80***
α

ARCH

Response to squared shocks

0.1522
3.05***
β

GARCH

Volatility persistence

0.8369
25.88***
γ

leverage

Additional response to negative shocks

-0.1521
-2.86***

Persistence:

0.913

Half-life:

8 days