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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.01 | |
| 0.9647 | 141.23 | |
| 0.0705 | 8.75 | |
| 0.0000 | 0.00 | |
| 0.1502 | 8.20 | |
| 0.8498 | 24.94 |
Estimation Period:
Sep 24, 2025 to Jun 18, 2026
Sep 24, 2025 to Jun 18, 2026
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