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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 14, 2026Boundary 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
| Parameter | Value | t-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
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