V-Lab
T-REX 2x Long CIFR Daily Target ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
229.36%
decreased by 7.66%
1 Week
231.69%
decreased by 5.33%
1 Month
232.90%
decreased by 4.12%
Analysis last updated: Friday, August 7, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 21, 2025 to Aug 7, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8969 | 5.41*** |
α ARCH Response to squared shocks | 0.1527 | 1.42 |
β GARCH Volatility persistence | 0.3835 | 0.84 |
Spline Coefficients
K=1
| γ1 | -0.5157 | -0.63 |
Persistence:
0.536
Half-life:
1 days
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