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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 19, 2023 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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