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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	51
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.5525	169.28***
γ leverage Additional response to negative shocks	0.5000	192.09***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.29
λ₂ forecast adj. Forecast performance sensitivity	0.0162	0.06
λ₃ tau persistence Long-term factor persistence	0.9838	5.73***

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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