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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0984	7.92***
α ARCH Response to squared shocks	0.0664	0.08
β GARCH Volatility persistence	0.8459	47.14***
γ leverage Additional response to negative shocks	1.0000	0.06
δ power Transformation power	1.4548	5.61***

V-Lab

Roundhill 100 0Dte Strgy ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Roundhill 100 0Dte Strgy ETF Analyses