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V-Lab

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

Volatility prediction for Wednesday, August 12th, 2026

1 Day

211.33%

decreased by 4.05%

1 Week

217.90%

increased by 2.52%

1 Month

221.97%

increased by 6.59%

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 GAS-GARCH-T

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 1 trading day, meaning a shock loses half its impact after approximately 1 day. Returns follow a Student-t distribution with v = 200.00 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

197.9981
23.17***
α

ARCH

Response to squared shocks

0.1537
2.26**
β

GARCH

Volatility persistence

0.6005
6.06***
ν

DF

Student-t tail thickness

200.0000
0.02

Persistence:

0.601

Half-life:

1 days