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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0305	1.95*
α ARCH Response to squared shocks	0.2051	8.65***
β GARCH Volatility persistence	0.9796	163.45***
γ leverage Additional response to negative shocks	0.0411	1.41

V-Lab

Defiance OIL Enhanced OP ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance OIL Enhanced OP ETF Analyses