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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2900	2.40**
α ARCH Response to squared shocks	0.0884	5.43***
β GARCH Volatility persistence	0.8257	27.62***
γ leverage Additional response to negative shocks	0.5856	4.21***
δ power Transformation power	0.7233	3.48***

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Defiance BMNR Option Income ETF Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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