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