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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4037	5.31***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8497	44.68***
γ leverage Additional response to negative shocks	0.1758	3.53***

V-Lab

Tradr 2X Long Innovation 100 Quarterly ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tradr 2X Long Innovation 100 Quarterly ETF Analyses