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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

Date Range:

from

to

6M ·

All

graph of Tradr 2X Long WDC Daily ETF GARCH

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

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

ParameterValuet-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