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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2025 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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