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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.20
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9637	52.90***
γ leverage Additional response to negative shocks	0.0122	0.39

V-Lab

Leverage Shares 2X Long CIFR Daily ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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