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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5515	6.05***
α ARCH Response to squared shocks	0.1053	10.27***
β GARCH Volatility persistence	0.8469	55.70***

V-Lab

Roundhill DLY 2X LG Magn SVN GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Roundhill DLY 2X LG Magn SVN Analyses