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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 14, 2026 to Aug 21, 2026Hessian 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
| Parameter | Value | t-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
Other T-REX 2x Long EOSE Daily Target ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs