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V-Lab

T-REX 2x Long CIFR Daily Target ETF GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

277.27%

increased by 6.41%

1 Week

274.81%

increased by 3.95%

1 Month

266.31%

decreased by 4.55%

Analysis last updated: Friday, August 21, 2026 at 09:25 PM UTC

Date Range:

from

to

6M ·

All

graph of T-REX 2x Long CIFR Daily Target ETF GJR-GARCH

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 27 trading days, meaning a shock loses half its impact after approximately 27 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
1.43
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9381
64.75***
γ

leverage

Additional response to negative shocks

0.0728
2.03**

Persistence:

0.975

Half-life:

27 days