V-Lab
T-REX 2x Long CIFR Daily Target ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
209.00%
unchanged at 0.00%
1 Week
209.00%
unchanged at 0.00%
1 Month
209.00%
unchanged at 0.00%
Analysis last updated: Friday, July 24, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 21, 2025 to Jul 24, 2026Boundary Parameters
Hessian SE
Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. 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 | 173.3345 | 0.45 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9174 | 0.02 |
ν DF Student-t tail thickness | 200.0000 | 0.00 |
Persistence:
0.917
Half-life:
8 days
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