Global X Alternative Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:7.48% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 15.88 | |
| 0.0488 | 7.80 | |
| 0.8488 | 179.44 | |
| 0.1674 | 10.67 |
Estimation Period:
Jul 14, 2015 to Feb 13, 2026
Jul 14, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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