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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2953	3.95***
α ARCH Response to squared shocks	0.0640	1.24
β GARCH Volatility persistence	0.0000	0.00

γ₁	28.4738	2.84***
γ₂	-46.8269	-3.04***
γ₃	40.4254	3.36***
γ₄	-52.8148	-4.63***
γ₅	57.0127	5.69***
γ₆	-38.5538	-4.05***
γ₇	20.4220	2.27**
γ₈	-12.9089	-2.23**

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