Global X S&P 500 Catholic Values ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.50% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8046 | 4.42 | |
| 0.1398 | 4.74 | |
| 0.8040 | 25.34 | |
| 0.1945 | 2.02 | |
| -0.3360 | -2.23 | |
| 0.1860 | 2.24 |
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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