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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	24.1039	10.29***
α ARCH Response to squared shocks	0.1961	2.47**
β GARCH Volatility persistence	0.6761	11.16***
ν DF Student-t tail thickness	14.6576	0.35

V-Lab

Defiance BMNR Option Income ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance BMNR Option Income ETF Analyses