Defiance S&P 500 TRG Inc ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.12% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.6103 | 7.45 | |
| 0.2033 | 4.42 | |
| 0.1329 | 0.19 | |
| 0.0695 | 0.21 | |
| 0.7873 | 0.72 |
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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