T-REX 2x Long CIFR Daily Target ETF AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
204.54%
decreased by 180.36%
1 Week
314.00%
decreased by 70.90%
1 Month
1,587.93%
increased by 1,203.03%
Analysis last updated: Friday, May 22, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 3.99 | |
| 1.0733 | 19.71 | |
| 0.2183 | 19.44 | |
| -4.4065 | -9.40 |
Estimation Period:
Nov 21, 2025 to May 22, 2026
Nov 21, 2025 to May 22, 2026
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