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