T-Rex 2X Long TTD DY TGT ETF EGARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
94.60%
decreased by 21.12%
1 Week
102.89%
decreased by 12.83%
1 Month
105.68%
decreased by 10.04%
Analysis last updated: Tuesday, July 14, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 17, 2025 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.4557 | 7.41*** |
α ARCH Response to squared shocks | -0.1809 | -4.03*** |
β GARCH Volatility persistence | 0.3550 | 3.99*** |
γ leverage Additional response to negative shocks | 0.1572 | 3.86*** |
Persistence:
0.355
Half-life:
1 days
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