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V-Lab

Leverage Shares 2X Long NIO Daily ETF MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

99.89%

decreased by 0.24%

1 Week

99.43%

decreased by 0.70%

1 Month

97.60%

decreased by 2.53%

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 MEM

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

With persistence 0.995, volatility shocks have a half-life of 148 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0000
0.00
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9953
3.04***

Persistence:

0.995

Half-life:

148 days