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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8417	1.27
α ARCH Response to squared shocks	0.1201	1.83*
β GARCH Volatility persistence	0.9285	50.99***
γ leverage Additional response to negative shocks	-0.1201	-1.82*

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Defiance Daily Target 2X Short BMNR ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance Daily Target 2X Short BMNR ETF Analyses