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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Defiance Space and Connective Tech ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 5, 2019 to Jul 17, 2026

Model 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

ParameterValuet-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