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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0357	1.82*
α ARCH Response to squared shocks	0.1988	10.51***
β GARCH Volatility persistence	0.8012	60.12***
γ leverage Additional response to negative shocks	0.0143	0.22
δ power Transformation power	0.5000	1.22

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Defiance Daily Target 2X Short HOOD ETF Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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