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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.1529	1.78*
α ARCH Response to squared shocks	0.0104	0.18
β GARCH Volatility persistence	0.9780	67.09***
γ leverage Additional response to negative shocks	-0.0104	-0.15

V-Lab

Leverage Shares 2X Long GLW Daily ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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