V-Lab
T-REX 2x Long EOSE Daily Target ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
249.12%
unchanged at 0.00%
1 Week
249.12%
unchanged at 0.00%
1 Month
249.12%
unchanged at 0.00%
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, 2026Hessian SE
Model Insight
Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days. Returns follow a Student-t distribution with v = 4.25 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 | 246.2766 | 0.35 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9257 | 1.06 |
ν DF Student-t tail thickness | 4.2482 | 0.27 |
Persistence:
0.926
Half-life:
9 days
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