Defiance Nasdaq 100 Lgtnsprd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.20% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.5300 | 73.10 | |
| 0.2344 | 7.91 | |
| -0.5000 | -749.63 | |
| 2.1677 | 0.62 | |
| 1.0000 | 0.19 | |
| 0.0000 | 0.00 |
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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