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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7451	34.21***
γ leverage Additional response to negative shocks	0.0868	6.53***
λ₁ tau intercept Baseline long-term coefficient	0.3139	1.07
λ₂ forecast adj. Forecast performance sensitivity	0.3707	0.49
λ₃ tau persistence Long-term factor persistence	0.6186	1.07

V-Lab

Yieldmax Trgt 12 SMC OPT ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Yieldmax Trgt 12 SMC OPT ETF Analyses