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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.55
α ARCH Response to squared shocks	0.1056	2.45**
β GARCH Volatility persistence	0.9250	41.36***
γ leverage Additional response to negative shocks	-0.1056	-2.27**

V-Lab

Defiance Daily Target 2X Long LUNR ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance Daily Target 2X Long LUNR ETF Analyses