Defiance S&P 500 Weekly Distribution ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.26% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0985 | 3.66 | |
| 0.0781 | 1.38 | |
| 0.6254 | 2.18 | |
| 12.0140 | 1.32 | |
| -11.6029 | -0.83 | |
| -2.1557 | -0.18 | |
| 10.3664 | 0.78 | |
| -30.5880 | -2.10 | |
| 44.6661 | 3.20 | |
| -36.0195 | -1.83 |
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 Spline-GARCH Analyses on ETFs