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V-Lab

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

Volatility prediction for Wednesday, August 12th, 2026

1 Day

270.41%

decreased by 4.45%

1 Week

268.73%

decreased by 6.13%

1 Month

262.92%

decreased by 11.94%

Analysis last updated: Tuesday, August 11, 2026 at 09:49 PM UTC

Date Range:

from

to

6M ·

All

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

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

Model Insight

Volatility shocks decay with a half-life of 29 trading days, meaning a shock loses half its impact after approximately 29 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
1.21
α

ARCH

Response to squared shocks

0.0386
3.49***
β

GARCH

Volatility persistence

0.9379
45.70***

Persistence:

0.976

Half-life:

29 days