V-Lab
T-REX 2x Long EOSE Daily Target ETF AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, September 4th, 2026
1 Day
498.29%
1 Week
903.12%
1 Month
15,406.53%
Analysis last updated: Thursday, September 3, 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 28, 2026Model Insight
Estimated persistence of 1.541 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.
Asymmetry: positive returns raise volatility more
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 0.60 |
α ARCH Response to squared shocks | 1.1338 | 1.98** |
β GARCH Volatility persistence | 0.4069 | 9.75*** |
γ leverage Additional response to negative shocks | -10.0000 | -5.96*** |
Persistence:
1.541
Half-life:
-
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