V-Lab
Tradr 2X Long WDC Daily ETF Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
279.00%
increased by 0.81%
1 Week
283.05%
increased by 4.86%
1 Month
289.53%
increased by 11.34%
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
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 4 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9810 | 3.81*** |
α ARCH Response to squared shocks | 0.0447 | 0.82 |
β GARCH Volatility persistence | 0.7988 | 2.96*** |
Spline Coefficients
K=1
| γ1 | 8.4442 | 1.65* |
Persistence:
0.844
Half-life:
4 days
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