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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 14, 2026 to Aug 14, 2026Model 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
| Parameter | Value | t-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 |
Spline Coefficients
K=4
| γ1 | -316.6435 | -0.02 |
| γ2 | 413.7424 | 0.43 |
| γ3 | -140.4141 | -0.18 |
| γ4 | 104.8227 | 0.14 |
Persistence:
1.000
Half-life:
4332 days
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