Global X S&P 500 Christin VL GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
14.99%
decreased by 0.51%
1 Week
14.83%
decreased by 0.67%
1 Month
14.48%
decreased by 1.02%
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 | |
|---|---|---|
| 0.0887 | 1.92 | |
| 0.0000 | 0.00 | |
| 0.8415 | 13.35 | |
| 0.0936 | 3.45 |
Estimation Period:
Sep 24, 2025 to Jun 18, 2026
Sep 24, 2025 to Jun 18, 2026
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