Defiance Nasdaq 100 Weekly Distribution ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.01% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0334 | 5.08 | |
| 0.0967 | 2.08 | |
| 0.7743 | 8.30 | |
| 3.5805 | 2.42 | |
| -6.3929 | -2.59 | |
| 6.0104 | 2.51 |
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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