Global X S&P 500 US Reve ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.01% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0250 | -2.73 | |
| 0.0820 | 12.94 | |
| 0.7793 | 57.40 | |
| 1.0777 | 11.42 |
Estimation Period:
Apr 16, 2025 to Feb 6, 2026
Apr 16, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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