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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	110.5329	9.65***
α ARCH Response to squared shocks	0.1385	8.28***
β GARCH Volatility persistence	0.9234	103.47***
ν DF Student-t tail thickness	9.8418	1.42

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Defiance Daily Target 2X ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance Daily Target 2X ETF Analyses