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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Aug 14, 2026Model 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
| Parameter | Value | t-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:
-
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