Global X Artfcl ITL & TCH IN GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
25.67%
decreased by 1.43%
1 Week
25.99%
decreased by 1.11%
1 Month
26.86%
decreased by 0.24%
Analysis last updated: Saturday, May 23, 2026 at 01:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1914 | 6.72 | |
| 0.0162 | 1.18 | |
| 0.8196 | 44.51 | |
| 0.2090 | 5.20 |
Estimation Period:
May 15, 2024 to May 15, 2026
May 15, 2024 to May 15, 2026
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