Global X Cppr Prdcrs INX ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.02% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5185 | 5.89 | |
| 0.0000 | 0.00 | |
| 0.8729 | 50.28 | |
| 0.0700 | 3.09 |
Estimation Period:
May 17, 2022 to Feb 6, 2026
May 17, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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