T-Rex 2X Long TTD DY TGT ETF GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
121.25%
increased by 0.07%
1 Week
121.40%
increased by 0.22%
1 Month
121.97%
increased by 0.79%
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
With persistence 0.993, volatility shocks have a half-life of 94 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5027 | 0.44 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9926 | 15.60*** |
Persistence:
0.993
Half-life:
94 days
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