Global X FTSE Southeast Asia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.52% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 15.52 | |
| 0.0390 | 7.45 | |
| 0.8958 | 258.30 | |
| 0.0780 | 7.05 |
Estimation Period:
Feb 17, 2011 to Feb 13, 2026
Feb 17, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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