V-Lab
Tradr 2x Long USAR Daily ETF APARCH Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
184.78%
decreased by 0.91%
1 Week
184.66%
decreased by 1.03%
1 Month
184.23%
decreased by 1.46%
Analysis last updated: Monday, August 17, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 41 trading days, meaning a shock loses half its impact after approximately 41 days. The volatility power δ = 1.68 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 0.71 |
α ARCH Response to squared shocks | 0.0052 | 0.00 |
β GARCH Volatility persistence | 0.9758 | 93.23*** |
γ leverage Additional response to negative shocks | -1.0000 | 0.00 |
δ power Transformation power | 1.6822 | 4.51*** |
Persistence:
0.983
Half-life:
41 days
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