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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.30
α ARCH Response to squared shocks	0.0064	0.30
β GARCH Volatility persistence	0.9656	10.16***
γ leverage Additional response to negative shocks	-0.0064	-0.24

V-Lab

Leverage Shares 2X Long ONDS Daily ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Leverage Shares 2X Long ONDS Daily ETF Analyses