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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6152	3.99***
α ARCH Response to squared shocks	0.0334	0.00
β GARCH Volatility persistence	0.8738	50.16***
γ leverage Additional response to negative shocks	1.0000	0.00
δ power Transformation power	2.0232	10.89***

V-Lab

Roundhill DLY 2X LG Magn SVN APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Roundhill DLY 2X LG Magn SVN Analyses