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V-Lab

Tradr 2X Long WDC Daily ETF Asy. MEM Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

298.31%

decreased by 6.99%

1 Week

298.19%

decreased by 7.11%

1 Month

297.73%

decreased by 7.57%

Analysis last updated: Friday, August 14, 2026 at 09:35 PM UTC

Date Range:

from

to

6M ·

All

graph of Tradr 2X Long WDC Daily ETF AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 27, 2026 to Aug 14, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 47 trading days, meaning a shock loses half its impact after approximately 47 days.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
1.18
α

ARCH

Response to squared shocks

0.1555
2.78***
β

GARCH

Volatility persistence

0.8740
92.74***
γ

leverage

Additional response to negative shocks

-0.0881
-1.20

Persistence:

0.985

Half-life:

47 days