T-Rex 2X Long TTD DY TGT ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
102.88%
unchanged at 0.00%
1 Week
102.88%
unchanged at 0.00%
1 Month
102.88%
unchanged at 0.00%
Analysis last updated: Tuesday, July 21, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 17, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 8.59*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.6429 | 24.53*** |
γ leverage Additional response to negative shocks | 1.6685 | 0.00 |
Persistence:
0.643
Half-life:
2 days
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