Global X Global Sustaina ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.75% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0705 | 7.35 | |
| 0.0061 | 0.45 | |
| 0.8650 | 109.27 | |
| 0.1388 | 4.90 |
Estimation Period:
Nov 1, 2018 to Feb 6, 2026
Nov 1, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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