Defiance S&P 500 Weekly Distribution ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.00% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 7.83 | |
| 0.1171 | 4.72 | |
| 0.8199 | 50.00 |
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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