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V-Lab

T-Rex 2X Long TTD DY TGT ETF Asy. MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

108.50%

increased by 0.32%

1 Week

109.55%

increased by 1.37%

1 Month

112.83%

increased by 4.65%

Analysis last updated: Monday, July 20, 2026 at 09:23 PM UTC

Date Range:

from

to

6M ·

All

graph of T-Rex 2X Long TTD DY TGT ETF AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 17, 2025 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 20 trading days, meaning a shock loses half its impact after approximately 20 days.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.0641
3.49***
α

ARCH

Response to squared shocks

0.0823
3.14***
β

GARCH

Volatility persistence

0.8902
53.53***
γ

leverage

Additional response to negative shocks

-0.0133
-0.37

Persistence:

0.966

Half-life:

20 days