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V-Lab

T-REX 2x Long EOSE Daily Target ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

247.31%

unchanged at 0.00%

1 Week

247.31%

unchanged at 0.00%

1 Month

247.31%

unchanged at 0.00%

Analysis last updated: Friday, August 21, 2026 at 09:28 PM UTC

Date Range:

from

to

6M ·

All

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

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 14, 2026 to Aug 21, 2026
Hessian SE

Model Insight

With persistence 0.994, volatility shocks have a half-life of 122 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.40 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

242.7154
0.37
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9943
1.78*
ν

DF

Student-t tail thickness

4.3980
0.28

Persistence:

0.994

Half-life:

122 days