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

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V-Lab

Global X FinTech ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:27.83% (-1.41%)

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
$ω$	0.6423	3.12
$α$	0.1170	5.86
$β$	0.8569	40.82
$γ_{1}$	-0.0122	-0.63

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts