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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2497	6.56***
α ARCH Response to squared shocks	0.1904	18.88***
β GARCH Volatility persistence	0.7264	59.63***
γ leverage Additional response to negative shocks	0.1513	6.05***
δ power Transformation power	0.7668	6.95***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Roundhill DLY 2X LG Magn SVN Analyses