Global X S&P 500 US Mark ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.55% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 4.33 | |
| 0.0000 | 0.00 | |
| 0.9210 | 51.28 | |
| 0.0189 | 0.69 |
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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