Global X Gold Yield ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
6.55%
decreased by 59.61%
1 Week
14,847,075,105,892,071,000,000,000.00%
increased by 14,847,075,105,892,071,000,000,000.00%
1 Month
4,778,421,496,686,955,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 4,778,421,496,686,955,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Tuesday, June 9, 2026 at 01:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 3.2268 | 28.95 | |
| 0.1662 | 64.31 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 20, 2010 to Jun 5, 2026
Dec 20, 2010 to Jun 5, 2026
Other Global X Gold Yield ETF Analyses
Other MF2-GARCH Analyses on ETFs