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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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