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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4536	2.37**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8685	1.18

γ₁	307.3441	4.47***
γ₂	-456.1528	-3.90***
γ₃	185.6388	2.07**
γ₄	-36.4318	-0.67

V-Lab

Tradr 2X Short SMR Daily ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tradr 2X Short SMR Daily ETF Analyses