Global X S&P 500 Catholic Values ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.55% (+7.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0206 | 1.81 | |
| 0.7133 | 55.85 | |
| 0.2413 | 18.99 | |
| 0.2632 | 2.46 | |
| 0.8060 | 7.11 | |
| 0.0000 | 0.00 |
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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