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V-Lab

Tradr 2X Long WDC Daily ETF AGARCH Volatility Analysis

Volatility prediction for Thursday, August 20th, 2026

1 Day

189.77%

decreased by 62.95%

1 Week

210.44%

decreased by 42.28%

1 Month

266.00%

increased by 13.28%

Analysis last updated: Wednesday, August 19, 2026 at 09:21 PM UTC

Date Range:

from

to

6M ·

All

graph of Tradr 2X Long WDC Daily ETF AGARCH

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

Model Insight

The news-impact curve is shifted (γ = 3.71) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

15.0000
10.69***
α

ARCH

Response to squared shocks

0.5036
17.95***
β

GARCH

Volatility persistence

0.4618
51.31***
γ

leverage

Additional response to negative shocks

3.7097
9.74***

Persistence:

0.965

Half-life:

20 days