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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	7.02***
α ARCH Response to squared shocks	0.1296	5.30***
β GARCH Volatility persistence	0.8075	85.85***
γ leverage Additional response to negative shocks	0.0467	1.08

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Defiance Daily Target 2X ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance Daily Target 2X ETF Analyses