Defiance S&P 500 TRG Inc ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
17.35%
decreased by 0.14%
1 Week
17.36%
decreased by 0.13%
1 Month
17.38%
decreased by 0.11%
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 | |
|---|---|---|
| 0.6840 | 5.29 | |
| 0.1231 | 1.63 | |
| 0.7681 | 7.54 | |
| -0.1476 | -2.33 |
Estimation Period:
Mar 7, 2024 to Jun 18, 2026
Mar 7, 2024 to Jun 18, 2026
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