Global X Funds-Global X Disruptive Materials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.51% (-5.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9383 | 8.43 | |
| 0.0466 | 3.15 | |
| 0.6847 | 22.98 | |
| 0.1027 | 2.14 |
Estimation Period:
Jan 26, 2022 to Feb 6, 2026
Jan 26, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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