T-Rex 2X Long TTD DY TGT ETF APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 8th, 2026
1 Day
140.63%
increased by 0.35%
1 Week
141.32%
increased by 1.04%
1 Month
144.07%
increased by 3.79%
Analysis last updated: Friday, June 5, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0998 | 2.72 | |
| 0.0000 | 0.00 | |
| 1.0000 | 88.46 | |
| -0.2199 | 0.00 | |
| 1.5088 | 4.64 |
Estimation Period:
Sep 17, 2025 to Jun 5, 2026
Sep 17, 2025 to Jun 5, 2026
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