T-Rex 2X Long TTD DY TGT ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
106.87%
decreased by 1.56%
1 Week
107.12%
decreased by 1.31%
1 Month
107.89%
decreased by 0.54%
Analysis last updated: Friday, October 23, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 17, 2025 to Oct 23, 2026Model Insight
Volatility shocks decay with a half-life of 18 trading days, meaning a shock loses half its impact after approximately 18 days. Returns follow a Student-t distribution with v = 4.51 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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Shock decay: Shocks decay with a 18-day half-lifev = 4.51 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 48.5944 | 0.31 |
| αscore | 0.0254 | 0.24 |
| βpersistence | 0.9619 | 4.43*** |
| νDF | 4.5116 | 0.09 |
0.962
Persistence18d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 48.5944 | 0.31 |
α score Weight on the scaled score | 0.0254 | 0.24 |
β persistence Volatility persistence | 0.9619 | 4.43*** |
ν DF Student-t tail thickness | 4.5116 | 0.09 |
Persistence:
0.962
Half-life:
18 days
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