Global X S&P 500 Christin VL AGARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
13.92%
decreased by 0.41%
1 Week
14.18%
decreased by 0.15%
1 Month
14.23%
decreased by 0.10%
Analysis last updated: Friday, June 26, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4429 | 17.65 | |
| 0.0672 | 8.69 | |
| 0.0000 | 0.00 | |
| 2.1431 | 13.44 |
Estimation Period:
Sep 24, 2025 to Jun 18, 2026
Sep 24, 2025 to Jun 18, 2026
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