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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1315	8.46***
α ARCH Response to squared shocks	0.3140	12.51***
β GARCH Volatility persistence	0.7165	39.97***
γ leverage Additional response to negative shocks	-0.1144	-3.24***

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Defiance OIL Enhanced OP ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance OIL Enhanced OP ETF Analyses