V-Lab
T-REX 2x Long EOSE Daily Target ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
204.49%
increased by 0.28%
1 Week
205.06%
increased by 0.85%
1 Month
207.27%
increased by 3.06%
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, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 253 trading days (~1.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3924 | 1.81* |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9973 | 4.28*** |
Spline Coefficients
K=4
| γ1 | -287.9484 | -1.02 |
| γ2 | 372.2274 | 1.51 |
| γ3 | -105.5342 | -0.86 |
| γ4 | 30.8454 | 0.53 |
Persistence:
0.997
Half-life:
253 days
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