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V-Lab

Tradr 2X SNDK Long Daily ETF GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

279.02%

decreased by 9.63%

1 Week

278.32%

decreased by 10.33%

1 Month

275.81%

decreased by 12.84%

Analysis last updated: Tuesday, August 11, 2026 at 09:52 PM UTC

Date Range:

from

to

6M ·

All

graph of Tradr 2X SNDK Long Daily ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 27, 2026 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 37 trading days, meaning a shock loses half its impact after approximately 37 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
1.22
α

ARCH

Response to squared shocks

0.0453
1.98**
β

GARCH

Volatility persistence

0.9155
44.64***
γ

leverage

Additional response to negative shocks

0.0409
0.72

Persistence:

0.981

Half-life:

37 days