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V-Lab

T-REX 2x Long EOSE Daily Target ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

204.37%

increased by 0.29%

1 Week

204.96%

increased by 0.88%

1 Month

207.25%

increased by 3.17%

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 S0GARCH

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

Model Insight

With persistence 0.997, volatility shocks have a half-life of 256 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3763
1.88*
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9973
4.34***
γi Spline Coefficients
K=4
γ1-308.6009
-1.08
γ2397.8018
1.65*
γ3-112.0708
-0.83
γ433.6258
0.51

Persistence:

0.997

Half-life:

256 days