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Defiance S&P 500 Weekly Distribution ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.26% (-0.78%)
Analysis last updated: Thursday, February 12, 2026 at 12:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Defiance S&P 500 Weekly Distribution ETF SGARCH
paramt-stat
ω1.09853.66
α0.07811.38
β0.62542.18
γ112.01401.32
γ2-11.6029-0.83
γ3-2.1557-0.18
γ410.36640.78
γ5-30.5880-2.10
γ644.66613.20
γ7-36.0195-1.83
Estimation Period:
Sep 19, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts