Defiance Space and Connective Tech ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
37.89%
decreased by 2.26%
1 Week
37.49%
decreased by 2.66%
1 Month
36.10%
decreased by 4.05%
Analysis last updated: Monday, July 20, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 5, 2019 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 32 trading days, meaning a shock loses half its impact after approximately 32 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0630 | 11.03*** |
α ARCH Response to squared shocks | 0.0980 | 19.57*** |
β GARCH Volatility persistence | 0.8804 | 143.67*** |
Persistence:
0.978
Half-life:
32 days
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