Defiance S&P 500 Weekly Distribution ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.71% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0328 | -2.64 | |
| 0.1220 | 4.51 | |
| 0.9511 | 125.76 | |
| -0.1139 | -4.68 |
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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