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V-Lab

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

Date Range:

from

to

6M ·

All

graph of T-Rex 2X Long TTD DY TGT ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 17, 2025 to Jul 17, 2026
Hessian 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

ParameterValuet-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