Defiance S&P 500 TRG Inc ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
21.44%
increased by 1.00%
1 Week
21.09%
increased by 0.65%
1 Month
20.04%
decreased by 0.40%
Analysis last updated: Thursday, June 18, 2026 at 11:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1782 | 1.63 | |
| 0.0789 | 6.40 | |
| 0.9530 | 34.86 | |
| 2.8004 | 4.85 |
Estimation Period:
Mar 7, 2024 to Jun 18, 2026
Mar 7, 2024 to Jun 18, 2026
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