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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 14, 2026 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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