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V-Lab

Global X S&P 500 Christin VL MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, June 26th, 2026

1 Day

17.94%

decreased by 0.26%

1 Week

18.17%

decreased by 0.03%

1 Month

19.33%

increased by 1.13%

Analysis last updated: Friday, June 26, 2026 at 02:19 AM UTC

Date Range:

from

to

6M ·

All

graph of Global X S&P 500 Christin VL MF2-GARCH

News Impact Curve

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Volatility Forecast

How volatility evolves over time