Global X Purec Msci Cons ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.64% (+4.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3684 | 9.59 | |
| 0.1786 | 5.35 | |
| 0.1137 | 1.84 | |
| 0.3091 | 1.83 |
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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