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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	1.15
α ARCH Response to squared shocks	0.0527	0.16
β GARCH Volatility persistence	0.8782	29.84***
γ leverage Additional response to negative shocks	-1.0000	-0.11
δ power Transformation power	1.3059	2.60***

V-Lab

Leverage Shares 2X Long ECHO Daily ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Leverage Shares 2X Long ECHO Daily ETF Analyses