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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	15.0000	4.82***
α ARCH Response to squared shocks	0.2971	12.88***
β GARCH Volatility persistence	0.6183	56.04***
γ leverage Additional response to negative shocks	0.4486	0.46

V-Lab

Leverage Shares 2X Long GLW Daily ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Leverage Shares 2X Long GLW Daily ETF Analyses