Defiance S&P 500 Weekly Distribution ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.69% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5559 | 3.11 | |
| 0.1039 | 16.68 | |
| 0.9611 | 82.81 | |
| 4.2029 | 4.23 |
Estimation Period:
Sep 19, 2023 to Feb 13, 2026
Sep 19, 2023 to Feb 13, 2026
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