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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

Date Range:

from

to

6M ·

All

graph of T-REX 2x Long EOSE Daily Target ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 14, 2026 to Aug 14, 2026

Model 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

ParameterValuet-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:

-