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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

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 Jul 24, 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
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