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V-Lab

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

Date Range:

from

to

6M ·

All

graph of T-Rex 2X Long TTD DY TGT ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 17, 2025 to Jul 17, 2026

Model 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

ParameterValuet-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