Global X S&P Catholic Values Developed EX-US ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.45% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0756 | 12.30 | |
| 0.0433 | 3.12 | |
| 0.8405 | 77.07 | |
| 0.1041 | 4.56 |
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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