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V-Lab

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

Volatility prediction for Tuesday, August 25th, 2026

1 Day

89.27%

increased by 14.73%

1 Week

92.18%

increased by 17.64%

1 Month

97.62%

increased by 23.08%

Analysis last updated: Monday, August 24, 2026 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of T-Rex 2X Long NVIDIA Daily Target ETF GJR-GARCH

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

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

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
13.93***
α

ARCH

Response to squared shocks

0.0516
4.03***
β

GARCH

Volatility persistence

0.6949
41.78***
γ

leverage

Additional response to negative shocks

0.2655
7.91***

Persistence:

0.879

Half-life:

5 days