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V-Lab

Defiance 2x Daily Long Pure Drone and Aerial Automation ETF Spline-GARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

35.19%

unchanged at 0.00%

1 Week

35.19%

unchanged at 0.00%

1 Month

35.19%

unchanged at 0.00%

Analysis last updated: Thursday, August 6, 2026 at 02:15 AM UTC

Date Range:

from

to

6M ·

All

graph of Defiance 2x Daily Long Pure Drone and Aerial Automation ETF SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 3, 2026 to Jul 31, 2026

Model 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

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0935
5.92***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.8838
7.51***
γi Spline Coefficients
K=1
γ1-20.4935
-0.79

Persistence:

0.884

Half-life:

6 days