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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.5000	47.13***
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-0.5000	-48.52***
λ₁ tau intercept Baseline long-term coefficient	0.2413	0.03
λ₂ forecast adj. Forecast performance sensitivity	0.0464	0.57
λ₃ tau persistence Long-term factor persistence	0.9536	5.31***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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