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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2475	10.08***
α ARCH Response to squared shocks	0.0329	4.19***
β GARCH Volatility persistence	0.9095	175.28***
γ leverage Additional response to negative shocks	0.0618	4.03***

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ProShares Ultra Nasdaq Cybersecurity ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ProShares Ultra Nasdaq Cybersecurity ETF Analyses