V-Lab
T-Rex 2X Long NVIDIA Daily Target ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
119.55%
increased by 41.91%
1 Week
116.06%
increased by 38.42%
1 Month
108.92%
increased by 31.28%
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
This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 14.22*** |
α ARCH Response to squared shocks | 0.0500 | 4.03*** |
β GARCH Volatility persistence | 0.7050 | 45.18*** |
γ leverage Additional response to negative shocks | 0.2489 | 7.63*** |
Persistence:
0.879
Half-life:
5 days
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