V-Lab
T-Rex 2X Long NVIDIA Daily Target ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
87.41%
increased by 4.75%
1 Week
84.69%
increased by 2.03%
1 Month
84.04%
increased by 1.38%
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 model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7683 | 4.65*** |
α ARCH Response to squared shocks | 0.0285 | 0.93 |
β GARCH Volatility persistence | 0.1251 | 0.12 |
Spline Coefficients
K=9
| γ1 | 7.5992 | 0.85 |
| γ2 | -9.1779 | -0.71 |
| γ3 | -11.2249 | -1.08 |
| γ4 | 35.7156 | 4.07*** |
| γ5 | -52.3295 | -5.70*** |
| γ6 | 50.9637 | 5.16*** |
| γ7 | -28.4857 | -3.30*** |
| γ8 | 10.0743 | 1.26 |
| γ9 | -4.7523 | -0.86 |
Persistence:
0.154
Half-life:
0 days
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