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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 19, 2023 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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