V-Lab
T-REX 2x Long CIFR Daily Target ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
210.05%
increased by 5.31%
1 Week
209.62%
increased by 4.88%
1 Month
208.20%
increased by 3.46%
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
Model Insight
Volatility shocks decay with a half-life of 22 trading days, meaning a shock loses half its impact after approximately 22 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.49 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9605 | 69.71*** |
γ leverage Additional response to negative shocks | 0.0176 | 0.56 |
Persistence:
0.969
Half-life:
22 days
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