Global X Purecap Msci Co ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.52% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0951 | 6.25 | |
| 0.0873 | 2.72 | |
| 0.0000 | 0.00 | |
| 0.1109 | 1.11 |
Estimation Period:
Jul 23, 2025 to Feb 6, 2026
Jul 23, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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