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V-Lab

Tradr 2x Long USAR Daily ETF MF2-GARCH Volatility Analysis

Volatility prediction for Thursday, August 20th, 2026

1 Day

139.49%

decreased by 3.41%

1 Week

139.49%

decreased by 3.41%

1 Month

139.49%

decreased by 3.41%

Analysis last updated: Wednesday, August 19, 2026 at 09:21 PM UTC

Date Range:

from

to

6M ·

All

graph of Tradr 2x Long USAR Daily ETF MF2-GARCH

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

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

Leverage: volatility responds almost entirely to negative shocks

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9080
466.38***
γ

leverage

Additional response to negative shocks

0.1839
49.26***
λ₁

tau intercept

Baseline long-term coefficient

175.7045

Persistence:

1.000

Half-life:

-