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{name} Model Equation

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.2401	129.16***
β GARCH Volatility persistence	0.8799	676.88***
γ leverage Additional response to negative shocks	-0.2401	-139.19***
λ₁ tau intercept Baseline long-term coefficient	172.3523

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Leverage Shares 2X Long CIFR Daily ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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