Global X S&P 500 Christin VL Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
17.10%
decreased by 0.06%
1 Week
17.12%
decreased by 0.04%
1 Month
17.14%
decreased by 0.02%
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 | |
|---|---|---|
| 0.9344 | 4.46 | |
| 0.0063 | 0.14 | |
| 0.8169 | 0.80 | |
| 1.2534 | 0.47 |
Estimation Period:
Sep 24, 2025 to Jun 18, 2026
Sep 24, 2025 to Jun 18, 2026
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