Tradr 2X SNDK Long Daily ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
248.28%
decreased by 7.12%
1 Week
246.13%
decreased by 9.27%
1 Month
241.77%
decreased by 13.63%
Analysis last updated: Monday, July 20, 2026 at 09:23 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
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 6 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8269 | 3.39*** |
α ARCH Response to squared shocks | 0.0433 | 0.76 |
β GARCH Volatility persistence | 0.8401 | 4.07*** |
Spline Coefficients
K=1
| γ1 | -1.8172 | -0.63 |
Persistence:
0.883
Half-life:
6 days
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