Defiance R2000 Weekly Distribution ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.87% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7697 | 8.48 | |
| 0.0827 | 1.95 | |
| 0.6425 | 2.74 | |
| -0.1106 | -1.85 |
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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