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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	10.8485	6.05***
α ARCH Response to squared shocks	0.0957	7.62***
β GARCH Volatility persistence	0.9492	118.90***
ν DF Student-t tail thickness	7.2153	1.60

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