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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

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 21, 2026
Boundary 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

ParameterValuet-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