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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8425	53.50***
γ leverage Additional response to negative shocks	0.1717	8.27***
λ₁ tau intercept Baseline long-term coefficient	0.9701	0.18
λ₂ forecast adj. Forecast performance sensitivity	0.3992	0.19
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

V-Lab

Roundhill 100 0Dte Strgy ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Roundhill 100 0Dte Strgy ETF Analyses