V-Lab
V-Lab
Global X D 30 Co CL & GW ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 31st, 2025:12.23% (+3.51%)
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 S0GARCH
paramt-stat
ω0.77666.28
α0.18552.03
β0.57163.16
γ1-0.2161-1.52
Estimation Period:
Jul 26, 2023 to Mar 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts