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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	9.9054	6.54***
α ARCH Response to squared shocks	0.0466	14.65***
β GARCH Volatility persistence	0.9880	450.95***
ν DF Student-t tail thickness	9.0779	1.84*

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ProShares Ultra Nasdaq Cybersecurity ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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