Defiance Daily Targe VST ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:103.66% (-3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.97 | |
| 0.0930 | 1.45 | |
| 0.8261 | 9.87 | |
| -0.0741 | -0.78 |
Estimation Period:
Jul 22, 2025 to Feb 6, 2026
Jul 22, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Defiance Daily Targe VST ETF Analyses
Other GJR-GARCH Analyses on ETFs