Global X S&P 500 Catholic Values ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.13% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8205 | 4.47 | |
| 0.1399 | 4.78 | |
| 0.8048 | 25.73 | |
| 0.2087 | 2.15 | |
| -0.3696 | -2.41 | |
| 0.2542 | 2.29 |
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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