Global X S&P Catholic Values Developed EX-US ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.37% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 5.01 | |
| 0.0919 | 14.21 | |
| 0.8411 | 103.72 | |
| 0.6910 | 11.45 |
Estimation Period:
Jun 24, 2020 to Feb 13, 2026
Jun 24, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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