V-Lab
Tradr 2X Long Innovation 100 Quarterly ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
45.41%
decreased by 0.64%
1 Week
45.20%
decreased by 0.85%
1 Month
44.58%
decreased by 1.47%
Analysis last updated: Saturday, July 25, 2026 at 02:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 1, 2024 to Jul 24, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 15 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0591 | 3.65*** |
α ARCH Response to squared shocks | 0.1286 | 2.20** |
β GARCH Volatility persistence | 0.8276 | 12.41*** |
Spline Coefficients
K=1
| γ1 | 0.0384 | 0.25 |
Persistence:
0.956
Half-life:
15 days
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