Global X S&P 500 Catholic Values ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.95% (+4.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 15.53 | |
| 0.0522 | 3.87 | |
| 0.8504 | 98.03 | |
| 0.1459 | 6.21 |
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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