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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3316	2.00**
α ARCH Response to squared shocks	0.1007	1.98**
β GARCH Volatility persistence	0.6514	3.21***

γ₁	43.3364	1.61
γ₂	-64.2276	-1.63
γ₃	32.8465	1.44
γ₄	-8.4330	-0.49
γ₅	-37.4395	-1.98**
γ₆	81.4030	3.69***
γ₇	-75.6491	-3.93***
γ₈	37.0909	2.23**
γ₉	-11.3834	-0.81

V-Lab

Roundhill 100 0Dte Strgy ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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