Skip to main content
V-Lab

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

Volatility prediction for Monday, August 24th, 2026

1 Day

272.63%

decreased by 15.99%

1 Week

348.15%

increased by 59.53%

1 Month

653.99%

increased by 365.37%

Analysis last updated: Friday, August 21, 2026 at 09:26 PM UTC

Date Range:

from

to

6M ·

All

graph of T-REX 2x Long CIFR Daily Target ETF MF2-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

This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-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

Persistence:

0.928

Half-life:

9 days