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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 19, 2023 to Aug 21, 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 | 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
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