V-Lab
Leverage Shares 2X Long ONDS Daily ETF Asy. MEM Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
162.02%
increased by 0.20%
1 Week
162.42%
increased by 0.60%
1 Month
163.59%
increased by 1.77%
Analysis last updated: Friday, August 14, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Aug 14, 2026Boundary Parameters
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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 2.50** |
α ARCH Response to squared shocks | 0.0743 | 2.37** |
β GARCH Volatility persistence | 0.9163 | 47.47*** |
γ leverage Additional response to negative shocks | -0.0721 | -2.02** |
Persistence:
0.955
Half-life:
15 days
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