V-Lab
T-REX 2x Long EOSE Daily Target ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
155.18%
decreased by 65.50%
1 Week
145.92%
decreased by 74.76%
1 Month
136.96%
decreased by 83.72%
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, 2026Boundary Parameters
Model Insight
This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 71 | |
α ARCH Response to squared shocks | 0.0000 | 0.01 |
β GARCH Volatility persistence | 0.3380 | 65.48*** |
γ leverage Additional response to negative shocks | 0.5000 | 69.18*** |
λ₁ tau intercept Baseline long-term coefficient | 0.0000 | 0.00 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0324 | 1.38 |
λ₃ tau persistence Long-term factor persistence | 0.9274 | 38.85*** |
Persistence:
0.588
Half-life:
1 days
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