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V-Lab

T-REX 2x Long CIFR Daily Target ETF AGARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

270.16%

decreased by 72.28%

1 Week

271.89%

decreased by 70.55%

1 Month

275.46%

decreased by 66.98%

Analysis last updated: Friday, August 7, 2026 at 09:26 PM UTC

Date Range:

from

to

6M ·

All

graph of T-REX 2x Long CIFR Daily Target ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 21, 2025 to Aug 7, 2026
Boundary Parameters

Model Insight

The news-impact curve is shifted (γ = 7.31) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

15.0000
3.59***
α

ARCH

Response to squared shocks

0.3474
15.86***
β

GARCH

Volatility persistence

0.5438
72.65***
γ

leverage

Additional response to negative shocks

7.3103
12.59***

Persistence:

0.891

Half-life:

6 days