Defiance Nasdaq 100 Weekly Distribution ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.28% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8613 | 2.96 | |
| 0.1051 | 12.21 | |
| 0.9560 | 62.78 | |
| 5.0939 | 2.43 |
Estimation Period:
Sep 14, 2023 to Feb 13, 2026
Sep 14, 2023 to Feb 13, 2026
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