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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2892	1.21
α ARCH Response to squared shocks	0.1535	2.00**
β GARCH Volatility persistence	0.9233	34.58***
γ leverage Additional response to negative shocks	-0.1535	-1.76*

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Defiance 2x Daily Long Pure Drone and Aerial Automation ETF Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance 2x Daily Long Pure Drone and Aerial Automation ETF Analyses