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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1206	0.87
α ARCH Response to squared shocks	0.0863	9.54***
β GARCH Volatility persistence	0.8755	47.18***
γ leverage Additional response to negative shocks	0.0326	0.74
δ power Transformation power	0.5000	0.78

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T-Rex 2X Long TTD DY TGT ETF Asy. Power MEM Volatility Analysis

Date Range:

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