V-Lab
V-Lab
Global X D 30 Co CL & GW ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, March 31st, 2025:12.75% (+2.73%)
Analysis last updated: Friday, March 28, 2025 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Global X D 30 Co CL & GW ETF EGARCH
paramt-stat
ω-0.1046-4.34
α0.05022.99
β0.900329.90
γ-0.2090-14.04
Estimation Period:
Jul 26, 2023 to Mar 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts