CBOE Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	4.36***
α ARCH Response to squared shocks	0.0829	5.42***
β GARCH Volatility persistence	0.5893	10.63***
γ leverage Additional response to negative shocks	-1.0000	-714.28***
δ power Transformation power	0.5000	5.21***

V-Lab

Leverage Shares 2X Long NIO Daily ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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