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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

Date Range:

from

to

6M ·

All

graph of Tradr 2x Long USAR Daily ETF APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 13, 2026 to Aug 14, 2026

Model 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

Tap to view equation

ParameterValuet-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