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V-Lab

T-Rex 2X Long NVIDIA Daily Target ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

83.29%

decreased by 3.23%

1 Week

83.70%

decreased by 2.82%

1 Month

85.10%

decreased by 1.42%

Analysis last updated: Friday, August 14, 2026 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of T-Rex 2X Long NVIDIA Daily Target ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 19, 2023 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 32 trading days, meaning a shock loses half its impact after approximately 32 days. Returns follow a Student-t distribution with v = 6.94 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

33.9833
2.31**
α

ARCH

Response to squared shocks

0.0535
6.29***
β

GARCH

Volatility persistence

0.9786
123.62***
ν

DF

Student-t tail thickness

6.9376
0.81

Persistence:

0.979

Half-life:

32 days