Global X Adaptive US Factor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.97% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0415 | 15.55 | |
| 0.0481 | 8.73 | |
| 0.8101 | 132.51 | |
| 0.2194 | 11.92 |
Estimation Period:
Aug 28, 2018 to Feb 13, 2026
Aug 28, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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