T-Rex 2X Long TTD DY TGT ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
104.21%
increased by 0.33%
1 Week
104.18%
increased by 0.30%
1 Month
104.08%
increased by 0.20%
Analysis last updated: Friday, July 17, 2026 at 09:47 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 24 trading days, meaning a shock loses half its impact after approximately 24 days. Returns follow a Student-t distribution with v = 6.05 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 42.6473 | 1.51 |
α ARCH Response to squared shocks | 0.0242 | 1.01 |
β GARCH Volatility persistence | 0.9715 | 18.70*** |
ν DF Student-t tail thickness | 6.0471 | 0.23 |
Persistence:
0.971
Half-life:
24 days
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