Global X S&P 500 Christin VL EGARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
15.82%
decreased by 0.17%
1 Week
14.50%
decreased by 1.49%
1 Month
13.92%
decreased by 2.07%
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 | |
|---|---|---|
| -0.1552 | -2.28 | |
| -0.1713 | -5.03 | |
| 0.4644 | 8.50 | |
| -0.2752 | -6.39 |
Estimation Period:
Sep 24, 2025 to Jun 18, 2026
Sep 24, 2025 to Jun 18, 2026
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