Tradr 2X SNDK Long Daily ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
265.71%
decreased by 9.32%
1 Week
264.33%
decreased by 10.70%
1 Month
259.52%
decreased by 15.51%
Analysis last updated: Monday, July 20, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 30 trading days, meaning a shock loses half its impact after approximately 30 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.11 |
α ARCH Response to squared shocks | 0.0685 | 2.11** |
β GARCH Volatility persistence | 0.9113 | 39.59*** |
γ leverage Additional response to negative shocks | -0.0058 | -0.09 |
Persistence:
0.977
Half-life:
30 days
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