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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	3.06***
α ARCH Response to squared shocks	0.0853	3.15***
β GARCH Volatility persistence	0.8445	46.99***
γ leverage Additional response to negative shocks	0.0579	1.12

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Tradr 2X Long WDC Daily ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tradr 2X Long WDC Daily ETF Analyses