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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	2.34**
α ARCH Response to squared shocks	0.1131	4.20***
β GARCH Volatility persistence	0.5820	5.18***
γ leverage Additional response to negative shocks	-0.1536	-0.83
δ power Transformation power	0.5000	2.83***

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Defiance Daily Target 2X Short HOOD ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance Daily Target 2X Short HOOD ETF Analyses