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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0000	0.03
β GARCH Volatility persistence	0.7856	2,072.75***
γ leverage Additional response to negative shocks	0.3128	166.37***
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.8771	46.46***
λ₃ tau persistence Long-term factor persistence	0.0007	0.03

V-Lab

Leverage Shares 2X Long NIO Daily ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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