Global X E-Commerce ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.60% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0803 | 11.16 | |
| 0.0184 | 4.87 | |
| 0.8957 | 182.82 | |
| 0.1204 | 10.54 |
Estimation Period:
Nov 30, 2018 to Feb 13, 2026
Nov 30, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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