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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.0000	0.01
β GARCH Volatility persistence	0.3144	127.69***
γ leverage Additional response to negative shocks	0.5000	148.59***
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9967	0.95

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Leverage Shares 2X Long DUOL Daily ETF MF2-GARCH Volatility Analysis

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