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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7781	8.37***
α ARCH Response to squared shocks	0.1309	15.28***
β GARCH Volatility persistence	0.7919	63.10***
γ leverage Additional response to negative shocks	1.0257	5.90***

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Roundhill DLY 2X LG Magn SVN AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Roundhill DLY 2X LG Magn SVN Analyses