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V-Lab

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

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 Jul 17, 2026

Model 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

ParameterValuet-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