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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	1.16
α ARCH Response to squared shocks	0.0557	0.11
β GARCH Volatility persistence	0.8804	30.36***
γ leverage Additional response to negative shocks	-1.0000	-0.08
δ power Transformation power	1.3379	2.68***

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Leverage Shares 2X Long ECHO Daily ETF APARCH Volatility Analysis

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