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V-Lab

Global X Artfcl ITL & TCH IN GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

39.40%

decreased by 3.30%

1 Week

38.78%

decreased by 3.92%

1 Month

36.87%

decreased by 5.83%

Analysis last updated: Wednesday, July 15, 2026 at 09:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Global X Artfcl ITL & TCH IN GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 15, 2024 to Jul 10, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 366% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1787
7.06***
α

ARCH

Response to squared shocks

0.0454
2.09**
β

GARCH

Volatility persistence

0.8260
41.63***
γ

leverage

Additional response to negative shocks

0.1664
4.61***

Persistence:

0.955

Half-life:

15 days