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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3593	3.67***
α ARCH Response to squared shocks	0.1072	1.86*
β GARCH Volatility persistence	0.0000	0.00

γ₁	38.5522	2.36**
γ₂	-60.4528	-2.42**
γ₃	41.1276	2.45**
γ₄	-27.7361	-2.14**
γ₅	-12.5766	-1.05
γ₆	62.8058	4.14***
γ₇	-74.0111	-4.82***
γ₈	48.5932	4.08***
γ₉	-21.9590	-2.87***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Roundhill 100 0Dte Strgy ETF Analyses