Defiance R2000 Weekly Distribution ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.19% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2102 | 8.30 | |
| 0.0000 | 0.00 | |
| 0.7378 | 27.12 | |
| 0.0887 | 3.28 |
Estimation Period:
Oct 31, 2023 to Feb 13, 2026
Oct 31, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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