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{name} Model Equation

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Param	Value	t-stat
ωconst	0.7226	4.48***
αARCH	0.0302	0.31
βGARCH	0.0000	0.00

γ₁	-45.1457	-1.36
γ₂	73.3519	1.46
γ₃	-66.3520	-2.21**
γ₄	60.6469	3.29***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7226	4.48***
α ARCH Response to squared shocks	0.0302	0.31
β GARCH Volatility persistence	0.0000	0.00

γ₁	-45.1457	-1.36
γ₂	73.3519	1.46
γ₃	-66.3520	-2.21**
γ₄	60.6469	3.29***

V-Lab

Leverage Shares 2X Long ECHO Daily ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Leverage Shares 2X Long ECHO Daily ETF Analyses