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Defiance S&P 500 Weekly Distribution ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.39% (-0.94%)
Analysis last updated: Tuesday, February 10, 2026 at 11:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Defiance S&P 500 Weekly Distribution ETF S0GARCH
paramt-stat
ω1.09963.63
α0.07761.38
β0.64322.45
γ112.11541.32
γ2-11.8832-0.84
γ3-1.6340-0.13
γ49.42780.70
γ5-28.8010-1.97
γ640.96893.25
γ7-27.5178-4.02
Estimation Period:
Sep 19, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts