Defiance S&P 500 TRG Inc ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.89% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0658 | 5.94 | |
| 0.0000 | 0.00 | |
| 0.8376 | 39.66 | |
| 0.1478 | 3.55 |
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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