Global X Seasonal Rotati ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.10% (-3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 12.83 | |
| 0.2415 | 36.57 | |
| 0.7778 | 151.26 | |
| 0.0663 | 8.94 |
Estimation Period:
Nov 20, 2009 to Feb 6, 2026
Nov 20, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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