Global X S&P 500 Christin VL Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
15.03%
decreased by 0.06%
1 Week
15.03%
decreased by 0.06%
1 Month
15.04%
decreased by 0.05%
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 | |
|---|---|---|
| 0.8572 | 5.92 | |
| 0.0067 | 0.14 | |
| 0.7938 | 0.76 | |
| -0.6686 | -0.96 |
Estimation Period:
Sep 24, 2025 to Jun 18, 2026
Sep 24, 2025 to Jun 18, 2026
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