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V-Lab

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

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 2, 2026

Model 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

ParameterValuet-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