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V-Lab

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

Volatility prediction for Monday, August 17th, 2026

1 Day

283.37%

decreased by 8.51%

1 Week

279.74%

decreased by 12.14%

1 Month

272.18%

decreased by 19.70%

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 APMEM

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

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 93% more than equivalent positive returns. The volatility power δ = 0.79 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
0.78
α

ARCH

Response to squared shocks

0.0532
3.83***
β

GARCH

Volatility persistence

0.8505
47.07***
γ

leverage

Additional response to negative shocks

0.3927
2.47**
δ

power

Transformation power

0.7918
1.80*

Persistence:

0.892

Half-life:

6 days