T-Rex 2X Long TTD DY TGT ETF GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 22nd, 2026
1 Day
132.54%
increased by 0.23%
1 Week
133.02%
increased by 0.71%
1 Month
134.91%
increased by 2.60%
Analysis last updated: Thursday, June 18, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2513 | 0.07 | |
| 0.0000 | 0.00 | |
| 1.0000 | 2.17 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 17, 2025 to Jun 18, 2026
Sep 17, 2025 to Jun 18, 2026
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