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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	0.0000	0.01
β GARCH Volatility persistence	0.3380	65.48***
γ leverage Additional response to negative shocks	0.5000	69.18***
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0324	1.38
λ₃ tau persistence Long-term factor persistence	0.9274	38.85***

V-Lab

T-REX 2x Long EOSE Daily Target ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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