Defiance Connective Technologies ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
27.16%
increased by 0.84%
1 Week
27.06%
increased by 0.74%
1 Month
26.72%
increased by 0.40%
Analysis last updated: Saturday, May 23, 2026 at 02:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0819 | 11.19 | |
| 0.0351 | 6.25 | |
| 0.8826 | 145.48 | |
| 0.1007 | 7.99 |
Estimation Period:
Mar 5, 2019 to May 22, 2026
Mar 5, 2019 to May 22, 2026
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