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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8378	2.16**
α ARCH Response to squared shocks	0.0414	3.23***
β GARCH Volatility persistence	0.8906	41.02***
γ leverage Additional response to negative shocks	-1.0000	-3.57***
δ power Transformation power	0.9688	3.89***

V-Lab

Leverage Shares 2X Long GLW Daily ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Leverage Shares 2X Long GLW Daily ETF Analyses