Defiance S&P 500 TRG Inc ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.04% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5923 | 3.96 | |
| 0.1418 | 1.66 | |
| 0.7339 | 6.61 | |
| -0.4774 | -0.92 |
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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