Defiance S&P 500 TRG Inc ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.06% (+2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3487 | 1.49 | |
| 0.0822 | 6.90 | |
| 0.9506 | 30.41 | |
| 2.5772 | 6.48 |
Estimation Period:
Mar 7, 2024 to Feb 6, 2026
Mar 7, 2024 to Feb 6, 2026
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