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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3982	12.35***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7604	62.44***
γ leverage Additional response to negative shocks	0.2877	9.01***

V-Lab

-1x Short VIX Futures ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other -1x Short VIX Futures ETF Analyses