Defiance Nasdaq 100 Weekly Distribution ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.30% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7895 | 7.25 | |
| 0.1237 | 0.48 | |
| 0.3143 | 0.05 | |
| 0.0867 | 0.05 | |
| 0.5060 | 0.05 |
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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