Defiance R2000 Weekly Distribution ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.01% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7371 | 5.52 | |
| 0.0822 | 1.83 | |
| 0.6444 | 2.61 | |
| -0.2140 | -0.73 |
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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