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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	1.18
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9334	24.42***
γ leverage Additional response to negative shocks	-0.2039	0.00
δ power Transformation power	1.3123	2.20**

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Leverage Shares 2X Long DUOL Daily ETF APARCH Volatility Analysis

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