Defiance Nasdaq 100 Lgtnsprd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.19% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1426 | 2.88 | |
| 0.0000 | 0.00 | |
| 0.8830 | 31.17 | |
| 0.0316 | 0.90 |
Estimation Period:
Sep 18, 2025 to Feb 6, 2026
Sep 18, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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