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V-Lab

Defiance Space and Connective Tech ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

37.63%

decreased by 2.30%

1 Week

37.22%

decreased by 2.71%

1 Month

35.83%

decreased by 4.10%

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 S0GARCH

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

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 25 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8395
5.73***
α

ARCH

Response to squared shocks

0.0988
4.97***
β

GARCH

Volatility persistence

0.8737
33.69***
γi Spline Coefficients
K=1
γ1-0.0087
-1.31

Persistence:

0.972

Half-life:

25 days