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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.0696	5.67***
α ARCH Response to squared shocks	0.0976	7.27***
β GARCH Volatility persistence	0.9482	111.69***
ν DF Student-t tail thickness	7.0867	1.59

V-Lab

Roundhill DLY 2X LG Magn SVN GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Roundhill DLY 2X LG Magn SVN Analyses