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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7019	9.51***
γ leverage Additional response to negative shocks	0.2031	10.44***
λ₁ tau intercept Baseline long-term coefficient	0.2491	0.04
λ₂ forecast adj. Forecast performance sensitivity	0.0027	0.01
λ₃ tau persistence Long-term factor persistence	0.7641	0.11

V-Lab

Unusual Whales Subversive Republican Trading ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Unusual Whales Subversive Republican Trading ETF Analyses