V-Lab
Defiance 2x Daily Long Pure Drone and Aerial Automation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
71.58%
unchanged at 0.00%
1 Week
71.58%
unchanged at 0.00%
1 Month
71.58%
unchanged at 0.00%
Analysis last updated: Thursday, August 6, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 3, 2026 to Jul 31, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 6 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3903 | 2.97*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8923 | 6.46*** |
Spline Coefficients
K=1
| γ1 | 8.9702 | 1.20 |
Persistence:
0.892
Half-life:
6 days
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