V-Lab
T-Rex 2X Long NVIDIA Daily Target ETF MEM Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
64.16%
decreased by 2.89%
1 Week
70.24%
increased by 3.19%
1 Month
84.60%
increased by 17.55%
Analysis last updated: Monday, August 17, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 19, 2023 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.7217 | 3.59*** |
α ARCH Response to squared shocks | 0.2344 | 10.80*** |
β GARCH Volatility persistence | 0.7045 | 70.89*** |
Persistence:
0.939
Half-life:
11 days
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