Defiance Nasdaq 100 Weekly Distribution ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.57% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0580 | 6.49 | |
| 0.0000 | 0.00 | |
| 0.8536 | 40.90 | |
| 0.1073 | 3.40 |
Estimation Period:
Sep 14, 2023 to Feb 13, 2026
Sep 14, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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