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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1022	2.56**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8036	14.37***
γ leverage Additional response to negative shocks	0.1167	3.71***

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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