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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6209	3.63***
α ARCH Response to squared shocks	0.0733	3.40***
β GARCH Volatility persistence	0.7919	13.41***
γ leverage Additional response to negative shocks	-1.0000	-399.52***
δ power Transformation power	0.5000	3.41***

V-Lab

Defiance 2x Daily Long Pure Drone and Aerial Automation ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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