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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4200	2.75***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9189	1.51

γ₁	274.6785	2.74***
γ₂	-413.8540	-2.63***
γ₃	176.7370	1.91*
γ₄	-37.7597	-0.73

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