Defiance Nasdaq 100 Lgtnsprd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.55% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0771 | 2.32 | |
| -0.3190 | -9.67 | |
| 0.7085 | 31.15 | |
| -0.2354 | -5.81 |
Estimation Period:
Sep 18, 2025 to Feb 13, 2026
Sep 18, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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