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