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V-Lab

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

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, August 24th, 2026

1 Day

252.96%

decreased by 7.08%

1 Week

257.90%

decreased by 2.14%

1 Month

276.75%

increased by 16.71%

Analysis last updated: Friday, August 21, 2026 at 09:27 PM UTC

Date Range:

from

to

6M ·

All

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

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
Boundary Parameters

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
1.12
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9277
145.04***
γ

leverage

Additional response to negative shocks

0.1447
5.05***

Persistence:

1.000

Half-life:

-