V-Lab
T-REX 2x Long CIFR Daily Target ETF Asy. MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
341.35%
decreased by 0.17%
1 Week
341.01%
decreased by 0.51%
1 Month
339.75%
decreased by 1.77%
Analysis last updated: Friday, August 7, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 21, 2025 to Aug 7, 2026Boundary Parameters
Hessian SE
Model Insight
Volatility shocks decay with a half-life of 58 trading days, meaning a shock loses half its impact after approximately 58 days.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 5.00*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9882 | 1.01 |
γ leverage Additional response to negative shocks | 0.0000 | 0.00 |
Persistence:
0.988
Half-life:
58 days
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