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V-Lab

Defiance S&P 500 TRG Inc ETF GARCH Volatility Analysis

Volatility prediction for Thursday, August 20th, 2026

1 Day

10.55%

decreased by 0.34%

1 Week

11.05%

increased by 0.16%

1 Month

12.21%

increased by 1.32%

Analysis last updated: Wednesday, August 19, 2026 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Defiance S&P 500 TRG Inc ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 7, 2024 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0567
6.05***
α

ARCH

Response to squared shocks

0.1190
6.65***
β

GARCH

Volatility persistence

0.8049
32.69***

Persistence:

0.924

Half-life:

9 days