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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.4455	93.65***
γ leverage Additional response to negative shocks	0.5000	71.15***
λ₁ tau intercept Baseline long-term coefficient	4.4085	0.09
λ₂ forecast adj. Forecast performance sensitivity	0.0338	0.36
λ₃ tau persistence Long-term factor persistence	0.9662	3.10***

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Leverage Shares 2x Long IREN Daily ETF MF2-GARCH Volatility Analysis

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