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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 14, 2026Boundary 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
| Parameter | Value | t-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
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