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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.09
α ARCH Response to squared shocks	0.0197	0.27
β GARCH Volatility persistence	0.9566	63.16***
γ leverage Additional response to negative shocks	-0.0197	-0.28

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Tradr 2x Long USAR Daily ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tradr 2x Long USAR Daily ETF Analyses