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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0285	5.39***
α ARCH Response to squared shocks	0.1066	2.59***
β GARCH Volatility persistence	0.8423	13.79***

V-Lab

Roundhill DLY 2X LG Magn SVN Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Roundhill DLY 2X LG Magn SVN Analyses