V-Lab
Tradr 2x Long USAR Daily ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, July 30th, 2026
1 Day
192.97%
unchanged at 0.00%
1 Week
192.97%
unchanged at 0.00%
1 Month
192.97%
unchanged at 0.00%
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
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 9 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0749 | 5.06*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9283 | 5.14*** |
Spline Coefficients
K=1
| γ1 | 0.9482 | 0.68 |
Persistence:
0.928
Half-life:
9 days
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