Skip to main content
V-Lab

Tradr 2x Long USAR Daily ETF GJR-GARCH Volatility Analysis

Volatility prediction for Thursday, July 30th, 2026

1 Day

172.50%

decreased by 1.04%

1 Week

174.02%

increased by 0.48%

1 Month

178.83%

increased by 5.29%

Analysis last updated: Wednesday, July 29, 2026 at 09:19 PM UTC

Date Range:

from

to

6M ·

All

graph of Tradr 2x Long USAR Daily ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 13, 2026 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
1.02
α

ARCH

Response to squared shocks

0.0412
0.46
β

GARCH

Volatility persistence

0.9462
55.87***
γ

leverage

Additional response to negative shocks

-0.0412
-0.49

Persistence:

0.967

Half-life:

21 days