T-Rex 2X Long TTD DY TGT ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, July 10th, 2026
1 Day
107.69%
increased by 1.03%
1 Week
107.58%
increased by 0.92%
1 Month
107.21%
increased by 0.55%
Analysis last updated: Thursday, July 9, 2026 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 17, 2025 to Jul 2, 2026Model Insight
Volatility shocks decay with a half-life of 29 trading days, meaning a shock loses half its impact after approximately 29 days. Returns follow a Student-t distribution with v = 5.90 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 | 44.0353 | 1.67* |
α ARCH Response to squared shocks | 0.0241 | 1.05 |
β GARCH Volatility persistence | 0.9762 | 31.97*** |
ν DF Student-t tail thickness | 5.8975 | 0.31 |
Persistence:
0.976
Half-life:
29 days
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