Defiance S&P 500 Weekly Distribution ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.39% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0996 | 3.63 | |
| 0.0776 | 1.38 | |
| 0.6432 | 2.45 | |
| 12.1154 | 1.32 | |
| -11.8832 | -0.84 | |
| -1.6340 | -0.13 | |
| 9.4278 | 0.70 | |
| -28.8010 | -1.97 | |
| 40.9689 | 3.25 | |
| -27.5178 | -4.02 |
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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