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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

Date Range:

from

to

6M ·

All

graph of Tradr 2X Long WDC Daily ETF EGARCH

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: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.

σ

EGARCH Model

Tap to view equation

ParameterValuet-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