Global X S&P 500 Christin VL GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
14.52%
decreased by 0.43%
1 Week
14.42%
decreased by 0.53%
1 Month
14.21%
decreased by 0.74%
Analysis last updated: Friday, June 26, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7772 | 3.67 | |
| 0.0314 | 1.01 | |
| 0.8940 | 7.81 | |
| 7.5002 | 0.13 |
Estimation Period:
Sep 24, 2025 to Jun 18, 2026
Sep 24, 2025 to Jun 18, 2026
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