Global X S&P 500 Catholic Values ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.70% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 14.07 | |
| 0.1302 | 19.38 | |
| 0.8480 | 115.91 |
Estimation Period:
Apr 19, 2016 to Feb 13, 2026
Apr 19, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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