Defiance Nasdaq 100 Weekly Distribution ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.90% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0596 | 9.05 | |
| 0.1080 | 14.15 | |
| 0.7712 | 64.74 | |
| 0.6625 | 10.61 |
Estimation Period:
Sep 14, 2023 to Feb 6, 2026
Sep 14, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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