Defiance S&P 500 TRG Inc ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.11% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6405 | 4.68 | |
| 0.1419 | 1.66 | |
| 0.7443 | 6.94 | |
| -0.2472 | -2.28 |
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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