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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6279	3.87***
α ARCH Response to squared shocks	0.1029	9.17***
β GARCH Volatility persistence	0.7279	20.12***
γ leverage Additional response to negative shocks	1.0000	68.37***
δ power Transformation power	0.7640	5.05***

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Defiance BMNR Option Income ETF APARCH Volatility Analysis

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