Global X S&P 500 US Reve ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.70% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 2.65 | |
| 0.0000 | 0.00 | |
| 0.9150 | 33.80 | |
| 0.0623 | 2.55 |
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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