Global X Seasonal Rotati ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.48% (-5.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0331 | -9.46 | |
| 0.4370 | 38.62 | |
| 0.9483 | 287.27 | |
| -0.0634 | -5.97 |
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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