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V-Lab

T-REX 2x Long EOSE Daily Target ETF EGARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

149.66%

decreased by 22.36%

1 Week

253.02%

increased by 81.00%

1 Month

363.38%

increased by 191.36%

Analysis last updated: Friday, August 14, 2026 at 09:24 PM UTC

Date Range:

from

to

6M ·

All

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

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

This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.0489
5.78***
α

ARCH

Response to squared shocks

1.2150
15.80***
β

GARCH

Volatility persistence

0.6831
11.92***
γ

leverage

Additional response to negative shocks

0.9291
26.34***

Persistence:

0.683

Half-life:

2 days