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{name} Model Equation

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Param	Value	t-stat
mwindow	61
αARCH	0.0000	0.00
βGARCH	1.0000	0.10
γleverage	0.0000	0.00
λ₁tau intercept	0.0000	0.00
λ₂forecast adj.	0.0159	3.39***
λ₃tau persistence	0.8925	125.02***

Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	1.0000	0.10
γ leverage Additional response to negative shocks	0.0000	0.00
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0159	3.39***
λ₃ tau persistence Long-term factor persistence	0.8925	125.02***

V-Lab

Defiance 2x Daily Long Pure Drone and Aerial Automation ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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