Global X S&P 500 Catholic Values ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.54% (+4.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 4.37 | |
| 0.2449 | 10.18 | |
| 0.9558 | 341.58 | |
| -0.1067 | -6.10 |
Estimation Period:
Apr 19, 2016 to Feb 6, 2026
Apr 19, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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