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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0335	5.03***
α ARCH Response to squared shocks	0.1049	2.53**
β GARCH Volatility persistence	0.8474	14.23***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Roundhill DLY 2X LG Magn SVN Analyses