V-Lab
T-REX 2x Long CIFR Daily Target ETF Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
309.71%
increased by 5.40%
1 Week
319.55%
increased by 15.24%
1 Month
321.71%
increased by 17.40%
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.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0994 | 6.25*** |
α ARCH Response to squared shocks | 0.1217 | 1.44 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=1
| γ1 | 5.0890 | 2.02** |
Persistence:
0.122
Half-life:
0 days
Other T-REX 2x Long CIFR Daily Target ETF Analyses
Other Spline-GARCH Analyses on ETFs