Defiance S&P 500 Weekly Distribution ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.18% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 9.66 | |
| 0.1148 | 7.11 | |
| 0.8243 | 93.72 | |
| 0.2787 | 3.24 |
Estimation Period:
Sep 19, 2023 to Feb 6, 2026
Sep 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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