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V-Lab

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

Volatility prediction for Thursday, August 20th, 2026

1 Day

140.43%

increased by 0.03%

1 Week

140.50%

increased by 0.10%

1 Month

140.76%

increased by 0.36%

Analysis last updated: Wednesday, August 19, 2026 at 09:17 PM UTC

Date Range:

from

to

6M ·

All

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

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 1.000, volatility shocks have a half-life of 4332 trading days (~17.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3704
0.00
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9998
0.01
γi Spline Coefficients
K=4
γ1-316.6435
-0.02
γ2413.7424
0.43
γ3-140.4141
-0.18
γ4104.8227
0.14

Persistence:

1.000

Half-life:

4332 days