Global X Purec Msci Cons ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.75% (+2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.9642 | 9,642,290.00 | |
| 0.0000 | 100.00 | |
| 0.0715 | 715,220.00 | |
| 10.0000 | 77.65 | |
| 1.0000 | 55.98 | |
| 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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