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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0914	2.66***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9905	0.48

γ₁	130.0809	0.37
γ₂	-227.9597	-1.26
γ₃	133.6680	0.81

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