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V-Lab

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

Volatility prediction for Monday, July 20th, 2026

1 Day

107.96%

decreased by 0.22%

1 Week

108.80%

increased by 0.62%

1 Month

111.44%

increased by 3.26%

Analysis last updated: Friday, July 17, 2026 at 09:46 PM UTC

Date Range:

from

to

6M ·

All

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

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 19 trading days, meaning a shock loses half its impact after approximately 19 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.0125
1.60
α

ARCH

Response to squared shocks

0.0705
2.57**
β

GARCH

Volatility persistence

0.8941
49.22***

Persistence:

0.965

Half-life:

19 days