Defiance S&P 500 Weekly Distribution ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.13% (+4.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 8.32 | |
| 0.0000 | 0.00 | |
| 0.8788 | 76.95 | |
| 0.1135 | 3.59 |
Estimation Period:
Sep 19, 2023 to Feb 6, 2026
Sep 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Defiance S&P 500 Weekly Distribution ETF Analyses
Other GJR-GARCH Analyses on ETFs