V-Lab
Tradr 2X Long WDC Daily ETF GARCH Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
196.35%
increased by 3.58%
1 Week
194.68%
increased by 1.91%
1 Month
189.45%
decreased by 3.32%
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
Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 2.96*** |
α ARCH Response to squared shocks | 0.0884 | 7.90*** |
β GARCH Volatility persistence | 0.8701 | 50.34*** |
Persistence:
0.958
Half-life:
16 days
Other Tradr 2X Long WDC Daily ETF Analyses
Other GARCH Analyses on ETFs