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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6989	2.74***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9866	6.26***

γ₁	-31.0893	-0.56
γ₂	40.5616	0.60

V-Lab

Leverage Shares 2X Long CNC Daily ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Leverage Shares 2X Long CNC Daily ETF Analyses