Global X S&P Catholic Values Developed EX-US ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.37% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8451 | 5.64 | |
| 0.0932 | 2.47 | |
| 0.7293 | 7.69 | |
| 0.3981 | 1.23 | |
| -1.1251 | -2.35 | |
| 1.4723 | 4.16 | |
| -1.7870 | -3.17 |
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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