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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	1.16
α ARCH Response to squared shocks	0.1640	6.07***
β GARCH Volatility persistence	0.7681	21.10***
γ leverage Additional response to negative shocks	0.2692	3.82***
δ power Transformation power	1.1246	2.95***

V-Lab

Tradr 2X Short SMR Daily ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tradr 2X Short SMR Daily ETF Analyses