Tradr 2X Long WDC Daily ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
188.19%
decreased by 12.85%
1 Week
187.07%
decreased by 13.97%
1 Month
184.49%
decreased by 16.55%
Analysis last updated: Monday, July 20, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Jul 17, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 7 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8789 | 2.88*** |
α ARCH Response to squared shocks | 0.1178 | 2.03** |
β GARCH Volatility persistence | 0.7900 | 6.25*** |
Spline Coefficients
K=1
| γ1 | -1.2201 | -0.31 |
Persistence:
0.908
Half-life:
7 days
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