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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1790	13.48***
α ARCH Response to squared shocks	0.1953	7.47***
β GARCH Volatility persistence	0.6903	51.58***
γ leverage Additional response to negative shocks	0.0203	0.49

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Roundhill DLY 2X LG Magn SVN Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Roundhill DLY 2X LG Magn SVN Analyses