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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

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 Jul 24, 2026
Boundary 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

ParameterValuet-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