V-Lab
T-REX 2x Long CIFR Daily Target ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
238.42%
increased by 10.30%
1 Week
230.47%
increased by 2.35%
1 Month
225.32%
decreased by 2.80%
Analysis last updated: Friday, August 21, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 21, 2025 to Aug 21, 2026Boundary Parameters
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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 198.2193 | 24.95*** |
α ARCH Response to squared shocks | 0.1332 | 2.10** |
β GARCH Volatility persistence | 0.5981 | 5.58*** |
ν DF Student-t tail thickness | 200.0000 | 0.02 |
Persistence:
0.598
Half-life:
1 days
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