Defiance R2000 Weekly Distribution ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.56% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6297 | 13.90 | |
| 0.0000 | 0.00 | |
| -0.5000 | -7.83 | |
| 1.4268 | 0.40 | |
| 0.0605 | 0.17 | |
| 0.0000 | 0.00 |
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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