V-Lab
T-REX 2x Long EOSE Daily Target ETF MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, August 18th, 2026
1 Day
138.15%
decreased by 15.50%
1 Week
146.99%
decreased by 6.66%
1 Month
178.00%
increased by 24.35%
Analysis last updated: Monday, August 17, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 14, 2026 to Aug 14, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.25 |
α ARCH Response to squared shocks | 0.4615 | 10.33*** |
β GARCH Volatility persistence | 0.5385 | 22.60*** |
Persistence:
1.000
Half-life:
-
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