Global X Purecap Msci EN ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.21% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1654 | 24.19 | |
| 0.0004 | 0.04 | |
| 0.5000 | 36.60 | |
| 1.0744 | 0.82 | |
| 1.0000 | 1.26 | |
| 0.0000 | 0.00 |
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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