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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.3877	3.93***
α ARCH Response to squared shocks	0.2658	3.09***
β GARCH Volatility persistence	0.7982	31.17***
γ leverage Additional response to negative shocks	-0.2289	-2.47**

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Leverage Shares 2X Long ECHO Daily ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Leverage Shares 2X Long ECHO Daily ETF Analyses