Tradr 2X SNDK Long Daily ETF AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 26th, 2026
1 Day
226.86%
decreased by 125.74%
1 Week
286.66%
decreased by 65.94%
1 Month
479.72%
increased by 127.12%
Analysis last updated: Thursday, June 25, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 2.28 | |
| 0.6920 | 12.34 | |
| 0.3352 | 31.67 | |
| 7.4806 | 9.10 |
Estimation Period:
Jan 27, 2026 to Jun 18, 2026
Jan 27, 2026 to Jun 18, 2026
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