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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	141.9488	6.38***
α ARCH Response to squared shocks	0.0944	3.32***
β GARCH Volatility persistence	0.9435	47.18***
ν DF Student-t tail thickness	15.7213	0.20

V-Lab

Tradr 2X Short SMR Daily ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tradr 2X Short SMR Daily ETF Analyses