V-Lab: Global X FinTech ETF MF2-GARCH Volatility Analysis

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Global X FinTech ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:24.80% (-1.30%)

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
$m$	36
$α$	0.0000	0.00
$β$	0.7993	88.30
$γ$	0.1828	21.12
$λ_{1}$	0.1861	0.94
$λ_{2}$	0.3496	0.80
$λ_{3}$	0.5945	1.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts