Defiance S&P 500 TRG Inc ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.35% (+2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0172 | -0.31 | |
| 0.0222 | 1.02 | |
| 0.9409 | 31.77 | |
| -0.2290 | -16.77 |
Estimation Period:
Mar 7, 2024 to Feb 6, 2026
Mar 7, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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