V-Lab
Tradr 2X Long WDC Daily ETF EGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
161.37%
decreased by 9.91%
1 Week
164.24%
decreased by 7.04%
1 Month
169.30%
decreased by 1.98%
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, 2026Model Insight
This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6975 | 5.97*** |
α ARCH Response to squared shocks | 0.1867 | 6.85*** |
β GARCH Volatility persistence | 0.8540 | 37.69*** |
γ leverage Additional response to negative shocks | -0.1537 | -5.35*** |
Persistence:
0.854
Half-life:
4 days
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