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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0631	3.80***
α ARCH Response to squared shocks	0.1141	11.91***
β GARCH Volatility persistence	0.8599	71.87***
γ leverage Additional response to negative shocks	-0.4133	-4.25***

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Defiance OIL Enhanced OP ETF AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance OIL Enhanced OP ETF Analyses