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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.37
α ARCH Response to squared shocks	0.0683	1.36
β GARCH Volatility persistence	0.8989	18.46***
γ leverage Additional response to negative shocks	-0.0503	-0.86

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Defiance Daily Target 2X Short HOOD ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance Daily Target 2X Short HOOD ETF Analyses