Global X Purec Msci Cons ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.58% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9969 | 4.75 | |
| 0.2451 | 1.74 | |
| 0.0765 | 0.25 | |
| -0.1121 | -0.07 |
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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