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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5620	4.77***
α ARCH Response to squared shocks	-0.7669	-1.85*
β GARCH Volatility persistence	0.8705	1,519.16***
γ leverage Additional response to negative shocks	-0.0907	-0.31

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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