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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0862	6.02***
α ARCH Response to squared shocks	0.1555	5.45***
β GARCH Volatility persistence	0.8666	67.39***
γ leverage Additional response to negative shocks	-0.0882	-2.43**

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