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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	3.22***
α ARCH Response to squared shocks	0.2925	6.06***
β GARCH Volatility persistence	0.7985	31.31***
γ leverage Additional response to negative shocks	-0.2395	-4.12***

V-Lab

Leverage Shares 2X Long GLW Daily ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Leverage Shares 2X Long GLW Daily ETF Analyses