V-Lab
Leverage Shares 2X Long ONDS Daily ETF MEM Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
156.75%
decreased by 0.88%
1 Week
157.15%
decreased by 0.48%
1 Month
158.31%
increased by 0.68%
Analysis last updated: Monday, August 17, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 14 trading days, meaning a shock loses half its impact after approximately 14 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.77 |
α ARCH Response to squared shocks | 0.0508 | 1.00 |
β GARCH Volatility persistence | 0.9006 | 33.81*** |
Persistence:
0.951
Half-life:
14 days
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