Defiance S&P 500 TRG Inc ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
14.90%
decreased by 1.00%
1 Week
14.92%
decreased by 0.98%
1 Month
15.12%
decreased by 0.78%
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 | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.6668 | 11.21 | |
| 0.1835 | 5.13 | |
| 0.1490 | 0.15 | |
| 0.0556 | 0.16 | |
| 0.7771 | 0.54 |
Estimation Period:
Mar 7, 2024 to Jun 18, 2026
Mar 7, 2024 to Jun 18, 2026
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