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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1059	2.44**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8079	13.52***
γ leverage Additional response to negative shocks	0.1071	3.54***

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Global X S&P 500 Christin VL GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X S&P 500 Christin VL Analyses