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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	1.31
α ARCH Response to squared shocks	0.0724	7.52***
β GARCH Volatility persistence	0.8270	22.70***
γ leverage Additional response to negative shocks	1.0000	25.77***
δ power Transformation power	0.8060	3.24***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other T-REX 2x Long CIFR Daily Target ETF Analyses