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Global X S&P Catholic Values Developed EX-US ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.06% (-0.22%)
Analysis last updated: Thursday, February 12, 2026 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Global X S&P Catholic Values Developed EX-US ETF S0GARCH
paramt-stat
ω0.72214.62
α0.08412.15
β0.71095.75
γ1-1.0719-0.84
γ22.45381.28
γ3-3.5053-2.81
γ42.89773.01
γ50.23540.24
γ6-2.4362-2.16
γ72.08412.53
Estimation Period:
Jun 24, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts