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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.5000	37.50***
β GARCH Volatility persistence	0.0000	0.02
γ leverage Additional response to negative shocks	-0.5000	-39.10***
λ₁ tau intercept Baseline long-term coefficient	0.2287	2.42**
λ₂ forecast adj. Forecast performance sensitivity	0.6472	23.99***
λ₃ tau persistence Long-term factor persistence	0.0131	1.40

V-Lab

Roundhill UNH WeeklyPay ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Roundhill UNH WeeklyPay ETF Analyses