Global X Dorsey Wright Thematic ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.98% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1173 | 12.96 | |
| 0.0816 | 6.39 | |
| 0.8290 | 104.15 | |
| 0.1172 | 5.61 |
Estimation Period:
Nov 4, 2019 to Feb 6, 2026
Nov 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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