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V-Lab

Tradr 2X SNDK Long Daily ETF Asy. MEM Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

359.15%

decreased by 13.22%

1 Week

357.53%

decreased by 14.84%

1 Month

351.56%

decreased by 20.81%

Analysis last updated: Friday, August 14, 2026 at 09:33 PM UTC

Date Range:

from

to

6M ·

All

graph of Tradr 2X SNDK Long Daily ETF AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 27, 2026 to Aug 14, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 48 trading days, meaning a shock loses half its impact after approximately 48 days.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
1.16
α

ARCH

Response to squared shocks

0.0755
2.34**
β

GARCH

Volatility persistence

0.9004
100.95***
γ

leverage

Additional response to negative shocks

0.0194
0.32

Persistence:

0.986

Half-life:

48 days