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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

Date Range:

from

to

6M ·

All

graph of Tradr 2X Short SMR Daily ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 11, 2026 to Aug 14, 2026

Model 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

ParameterValuet-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