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V-Lab

Tradr 2X Long WDC Daily ETF APARCH Volatility Analysis

Volatility prediction for Tuesday, August 18th, 2026

1 Day

145.65%

decreased by 5.63%

1 Week

154.51%

increased by 3.23%

1 Month

170.31%

increased by 19.03%

Analysis last updated: Monday, August 17, 2026 at 09:22 PM UTC

Date Range:

from

to

6M ·

All

graph of Tradr 2X Long WDC Daily ETF APARCH

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

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 230% more than equivalent positive returns. The volatility power δ = 0.54 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5483
2.57**
α

ARCH

Response to squared shocks

0.1185
8.79***
β

GARCH

Volatility persistence

0.7680
24.73***
γ

leverage

Additional response to negative shocks

0.7990
11.36***
δ

power

Transformation power

0.5448
3.99***

Persistence:

0.855

Half-life:

4 days