Defiance Daily Targe VST ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:125.90% (+18.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3514 | 8.61 | |
| 0.5217 | 13.56 | |
| 0.3587 | 4.76 | |
| 0.1810 | 4.93 |
Estimation Period:
Jul 22, 2025 to Feb 6, 2026
Jul 22, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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