T-REX 2x Long CIFR Daily Target ETF MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
322.00%
decreased by 0.41%
1 Week
321.17%
decreased by 1.24%
1 Month
318.01%
decreased by 4.40%
Analysis last updated: Monday, July 20, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 21, 2025 to Jul 17, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 102 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7393 | 0.00 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9932 | 0.04 |
Persistence:
0.993
Half-life:
102 days
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