V-Lab
T-REX 2x Long EOSE Daily Target ETF Zero Slope Spline-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, September 21st, 2026
1 Day
214.40%
1 Week
214.40%
1 Month
214.40%
Analysis last updated: Friday, September 18, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 14, 2026 to Sep 18, 2026Model 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.
Zero Slope Spline-GARCH Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.2886 | 2.23** |
| αARCH | 0.0000 | 0.00 |
| βGARCH | 1.0000 | 9.07*** |
| γ1 | -361.0842 | -2.38** |
| γ2 | 463.9893 | 2.14** |
| γ3 | -137.0623 | -1.30 |
| γ4 | 55.6692 | 0.69 |
| γ5 | -27.6911 | -0.33 |
1.000
Persistence-
Half-lifeZero Slope Spline-GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2886 | 2.23** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 1.0000 | 9.07*** |
| γ1 | -361.0842 | -2.38** |
| γ2 | 463.9893 | 2.14** |
| γ3 | -137.0623 | -1.30 |
| γ4 | 55.6692 | 0.69 |
| γ5 | -27.6911 | -0.33 |
Persistence:
1.000
Half-life:
-
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