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V-Lab

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

Volatility prediction for Tuesday, July 28th, 2026

1 Day

89.97%

increased by 8.31%

1 Week

90.09%

increased by 8.43%

1 Month

90.49%

increased by 8.83%

Analysis last updated: Monday, July 27, 2026 at 09:19 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 Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 34 trading days, meaning a shock loses half its impact after approximately 34 days. Returns follow a Student-t distribution with v = 6.80 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

34.2178
2.17**
α

ARCH

Response to squared shocks

0.0528
6.17***
β

GARCH

Volatility persistence

0.9797
123.27***
ν

DF

Student-t tail thickness

6.8037
0.81

Persistence:

0.980

Half-life:

34 days