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V-Lab

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

Date Range:

from

to

6M ·

All

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

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 2 trading days, meaning a shock loses half its impact after approximately 2 days.

σ

AGARCH Model

Tap to view equation

ParameterValuet-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