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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2066	2.30**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9212	43.99***
γ leverage Additional response to negative shocks	-1.0000	-0.09
δ power Transformation power	0.5000	1.74*

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Leverage Shares 2X Long CNC Daily ETF APARCH Volatility Analysis

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