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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 21, 2025 to Aug 7, 2026Boundary 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
| Parameter | Value | t-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
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