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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1081	0.58
α ARCH Response to squared shocks	-0.3214	-0.91
β GARCH Volatility persistence	0.9768
γ leverage Additional response to negative shocks	0.1216	0.18

V-Lab

Leverage Shares 2X Long GLW Daily ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Leverage Shares 2X Long GLW Daily ETF Analyses