Global X Purecap Msci EN ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.47% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 0.43 | |
| 0.0321 | 1.31 | |
| 0.9839 | 54.68 | |
| -0.0321 | -0.95 |
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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