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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1395	8.53***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8160	63.84***
γ leverage Additional response to negative shocks	0.1633	7.18***

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Roundhill 100 0Dte Strgy ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Roundhill 100 0Dte Strgy ETF Analyses