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V-Lab

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

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 2, 2026

Model 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

ParameterValuet-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