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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6501	3.26***
αARCH	0.2861	0.75
βGARCH	0.0000	0.00

γ₁	-4.1408	-1.29
γ₂	4.7113	1.17

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6501	3.26***
α ARCH Response to squared shocks	0.2861	0.75
β GARCH Volatility persistence	0.0000	0.00

γ₁	-4.1408	-1.29
γ₂	4.7113	1.17

V-Lab

T-Rex 2X Long TTD DY TGT ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other T-Rex 2X Long TTD DY TGT ETF Analyses