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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0556	0.49
αARCH	0.3051	2.90***
βGARCH	0.6949	10.51***
γleverage	-0.0148	-0.09
δpower	0.5000	0.34

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0556	0.49
α ARCH Response to squared shocks	0.3051	2.90***
β GARCH Volatility persistence	0.6949	10.51***
γ leverage Additional response to negative shocks	-0.0148	-0.09
δ power Transformation power	0.5000	0.34

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance Daily Target 2X Short HOOD ETF Analyses