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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7654	4.54***
α ARCH Response to squared shocks	0.0309	1.00
β GARCH Volatility persistence	0.0589	0.07

γ₁	7.2495	0.84
γ₂	-10.6602	-0.88
γ₃	-4.8033	-0.50
γ₄	25.3134	2.92***
γ₅	-42.6438	-5.82***
γ₆	47.8373	5.63***
γ₇	-31.7415	-4.17***
γ₈	13.3736	1.93*
γ₉	-5.6302	-1.09

V-Lab

T-Rex 2X Long NVIDIA Daily Target ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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