V-Lab
Tradr 2X Short SMR Daily ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
138.56%
decreased by 19.87%
1 Week
165.83%
increased by 7.40%
1 Month
225.22%
increased by 66.79%
Analysis last updated: Tuesday, August 18, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 11, 2026 to Aug 14, 2026Model Insight
The news-impact curve is shifted (γ = 4.19) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 6.40*** |
α ARCH Response to squared shocks | 0.3835 | 12.60*** |
β GARCH Volatility persistence | 0.5600 | 43.91*** |
γ leverage Additional response to negative shocks | 4.1877 | 5.84*** |
Persistence:
0.944
Half-life:
12 days
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