V-Lab: Global X FinTech ETF GJR-GARCH Volatility Analysis

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V-Lab

Global X FinTech ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:28.88% (-1.42%)

Analysis last updated: Thursday, December 4, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0453	15.69
$α$	0.0420	8.98
$β$	0.8928	241.76
$γ$	0.1020	9.34

Estimation Period:
Sep 13, 2016 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts