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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	38.8149	0.26
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9922	4.78***
ν DF Student-t tail thickness	3.6404	0.27

V-Lab

Leverage Shares 2X Long CNC Daily ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Leverage Shares 2X Long CNC Daily ETF Analyses