Global X Seasonal Rotati ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.69% (+3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 17.07 | |
| 0.1607 | 15.76 | |
| 0.7878 | 151.47 | |
| 0.1031 | 6.04 |
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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