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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	76
α ARCH Response to squared shocks	0.0355	4.33***
β GARCH Volatility persistence	0.7505	42.07***
γ leverage Additional response to negative shocks	0.0940	9.63***
λ₁ tau intercept Baseline long-term coefficient	1.7401	0.36
λ₂ forecast adj. Forecast performance sensitivity	0.6654	0.41
λ₃ tau persistence Long-term factor persistence	0.1721	0.08

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ProShares Ultra Nasdaq Cybersecurity ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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