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
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
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
| Parameter | Value | t-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
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