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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	0.7068	0.62
αARCH	0.1745	1.97**
βGARCH	0.6673	4.49***
γleverage	-0.2250	-0.75
δpower	0.5044	0.81

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7068	0.62
α ARCH Response to squared shocks	0.1745	1.97**
β GARCH Volatility persistence	0.6673	4.49***
γ leverage Additional response to negative shocks	-0.2250	-0.75
δ power Transformation power	0.5044	0.81

V-Lab

Defiance Daily Target 2X Long LUNR ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance Daily Target 2X Long LUNR ETF Analyses