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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	3.17***
α ARCH Response to squared shocks	0.0624	1.57
β GARCH Volatility persistence	0.8620	39.00***
γ leverage Additional response to negative shocks	0.0886	1.20

V-Lab

Tradr 2X Short SMR Daily ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tradr 2X Short SMR Daily ETF Analyses