Global X S&P Catholic Values Developed EX-US ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.63% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 2.03 | |
| 0.0979 | 7.53 | |
| 0.9529 | 200.58 | |
| -0.1127 | -12.01 |
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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