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V-Lab

T-REX 2x Long EOSE Daily Target ETF MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

91.38%

increased by 18.34%

1 Week

21,584,169,699.11%

increased by 21,584,169,626.07%

1 Month

819,477,882,556,936,400,000,000,000,000,000,000,000,000,000.00%

increased by 819,477,882,556,936,400,000,000,000,000,000,000,000,000,000.00%

Analysis last updated: Friday, August 14, 2026 at 09:24 PM UTC

Date Range:

from

to

6M ·

All

graph of T-REX 2x Long EOSE Daily Target ETF MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 14, 2026 to Aug 14, 2026
Boundary 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

ParameterValuet-statistic
m

window

Rolling window length

71
α

ARCH

Response to squared shocks

0.0000
0.63
β

GARCH

Volatility persistence

0.2403
110.88***
γ

leverage

Additional response to negative shocks

0.5000
35.87***
λ₁

tau intercept

Baseline long-term coefficient

0.0000
0.00
λ₂

forecast adj.

Forecast performance sensitivity

0.3375
25.90***
λ₃

tau persistence

Long-term factor persistence

0.0000
0.24

Persistence:

0.490

Half-life:

1 days