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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9789	2.39**
α ARCH Response to squared shocks	0.4333	18.10***
β GARCH Volatility persistence	0.3317	9.47***
γ leverage Additional response to negative shocks	0.0940	4.39***
δ power Transformation power	0.5000	2.90***

V-Lab

T-REX 2x Long EOSE Daily Target ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other T-REX 2x Long EOSE Daily Target ETF Analyses