CBOE Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	0.01
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9983	11.30***
γ leverage Additional response to negative shocks	-0.7050	0.00
δ power Transformation power	2.5058	5.28***

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Leverage Shares 2X Long CIFR Daily ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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