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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7221 | 4.62 | |
| 0.0841 | 2.15 | |
| 0.7109 | 5.75 | |
| -1.0719 | -0.84 | |
| 2.4538 | 1.28 | |
| -3.5053 | -2.81 | |
| 2.8977 | 3.01 | |
| 0.2354 | 0.24 | |
| -2.4362 | -2.16 | |
| 2.0841 | 2.53 |
Estimation Period:
Jun 24, 2020 to Feb 6, 2026
Jun 24, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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