Global X Marijuana LI SC ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.04% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8380 | 16.28 | |
| 0.1828 | 10.69 | |
| 0.7482 | 75.06 | |
| -0.0657 | -2.64 |
Estimation Period:
Apr 5, 2017 to Feb 6, 2026
Apr 5, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Global X Marijuana LI SC ETF Analyses
Other GJR-GARCH Analyses on ETFs