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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0751	5.47***
α ARCH Response to squared shocks	0.1532	5.34***
β GARCH Volatility persistence	0.8759	70.60***
γ leverage Additional response to negative shocks	-0.0896	-2.42**

V-Lab

Defiance OIL Enhanced OP ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance OIL Enhanced OP ETF Analyses