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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.9812	3.52***
α ARCH Response to squared shocks	0.0353	2.07**
β GARCH Volatility persistence	0.9990	60.66***
ν DF Student-t tail thickness	9.6428	0.35

V-Lab

Proshares Ultra QQQ TOP 30 GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Proshares Ultra QQQ TOP 30 Analyses