Defiance Connective Technologies ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
49.52%
decreased by 2.23%
1 Week
48.64%
decreased by 3.11%
1 Month
45.56%
decreased by 6.19%
Analysis last updated: Saturday, June 13, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0722 | 11.06 | |
| 0.0501 | 6.85 | |
| 0.8834 | 147.77 | |
| 0.0822 | 6.34 |
Estimation Period:
Mar 5, 2019 to Jun 12, 2026
Mar 5, 2019 to Jun 12, 2026
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