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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	1.12
α ARCH Response to squared shocks	0.0551	0.22
β GARCH Volatility persistence	0.8753	30.02***
γ leverage Additional response to negative shocks	-1.0000	-0.15
δ power Transformation power	1.2808	2.59***

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