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V-Lab

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

Volatility prediction for Tuesday, August 25th, 2026

1 Day

77.75%

increased by 3.14%

1 Week

78.41%

increased by 3.80%

1 Month

80.65%

increased by 6.04%

Analysis last updated: Monday, August 24, 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 Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 31 trading days, meaning a shock loses half its impact after approximately 31 days. Returns follow a Student-t distribution with v = 6.93 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

33.5519
2.35**
α

ARCH

Response to squared shocks

0.0546
6.52***
β

GARCH

Volatility persistence

0.9782
121.50***
ν

DF

Student-t tail thickness

6.9291
0.83

Persistence:

0.978

Half-life:

31 days