T-Rex 2X Long TTD DY TGT ETF GJR-GARCH Volatility Analysis
Volatility prediction for Friday, July 10th, 2026
1 Day
129.49%
increased by 0.16%
1 Week
129.83%
increased by 0.50%
1 Month
131.12%
increased by 1.79%
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
With persistence 0.998, volatility shocks have a half-life of 280 trading days (~1.1 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3355 | 0.01 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9975 | 0.27 |
γ leverage Additional response to negative shocks | 0.0000 | 0.00 |
Persistence:
0.998
Half-life:
280 days
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