Global X S&P Catholic Values Developed EX-US ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:0.44% (-14.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0024 | 24,320.00 | |
| -0.0048 | -48,440.00 | |
| 1.0509 | 16.19 | |
| 0.0966 | 16.02 | |
| 0.0025 | 0.04 |
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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