T-Rex 2X Long TTD DY TGT ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
121.10%
increased by 0.08%
1 Week
121.25%
increased by 0.23%
1 Month
121.83%
increased by 0.81%
Analysis last updated: Friday, July 17, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 17, 2025 to Jul 17, 2026Hessian SE
Model Insight
With persistence 0.993, volatility shocks have a half-life of 94 trading days (~0.4 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 | 0.5027 | 0.16 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9926 | 3.89*** |
γ leverage Additional response to negative shocks | 0.0000 | 0.00 |
Persistence:
0.993
Half-life:
94 days
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