V-Lab
T-REX 2x Long CIFR Daily Target ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
302.43%
decreased by 2.79%
1 Week
299.53%
decreased by 5.69%
1 Month
289.36%
decreased by 15.86%
Analysis last updated: Friday, August 7, 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 7, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 29 trading days, meaning a shock loses half its impact after approximately 29 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.20 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9314 | 60.44*** |
γ leverage Additional response to negative shocks | 0.0901 | 2.46** |
Persistence:
0.976
Half-life:
29 days
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