V-Lab
T-REX 2x Long CIFR Daily Target ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
226.26%
increased by 17.14%
1 Week
214.79%
increased by 5.67%
1 Month
211.58%
increased by 2.46%
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, 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.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9715 | 6.63*** |
α ARCH Response to squared shocks | 0.0676 | 0.83 |
β GARCH Volatility persistence | 0.1704 | 0.19 |
Spline Coefficients
K=1
| γ1 | -0.1226 | -0.16 |
Persistence:
0.238
Half-life:
0 days
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