Defiance S&P 500 TRG Inc ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
15.34%
decreased by 0.79%
1 Week
15.11%
decreased by 1.02%
1 Month
14.55%
decreased by 1.58%
Analysis last updated: Thursday, June 18, 2026 at 11:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0631 | 6.53 | |
| 0.0000 | 0.00 | |
| 0.8443 | 46.41 | |
| 0.1438 | 4.18 |
Estimation Period:
Mar 7, 2024 to Jun 18, 2026
Mar 7, 2024 to Jun 18, 2026
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