T-REX 2x Long EOSE Daily Target ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
253.79%
unchanged at 0.00%
1 Week
253.79%
unchanged at 0.00%
1 Month
253.79%
unchanged at 0.00%
Analysis last updated: Monday, July 20, 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 Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 33 trading days, meaning a shock loses half its impact after approximately 33 days. Returns follow a Student-t distribution with v = 3.81 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 255.5858 | 0.28 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9794 | 1.02 |
ν DF Student-t tail thickness | 3.8150 | 0.28 |
Persistence:
0.979
Half-life:
33 days
Other T-REX 2x Long EOSE Daily Target ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs