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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.5000	863.56***
β GARCH Volatility persistence	0.6782	316.61***
γ leverage Additional response to negative shocks	-0.5000	-1,068.38***
λ₁ tau intercept Baseline long-term coefficient	10.0000	8.64***
λ₂ forecast adj. Forecast performance sensitivity	1.0000	68.88***
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

V-Lab

T-REX 2x Long CIFR Daily Target ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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