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Global X Active Pref SHR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.61% (-0.15%)
Analysis last updated: Tuesday, February 10, 2026 at 02:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Global X Active Pref SHR ETF S0GARCH
paramt-stat
ω0.73503.59
α0.21234.89
β0.736617.30
γ1-0.6244-1.25
γ21.25731.61
γ3-0.7453-1.61
γ4-0.3404-1.07
γ51.11083.49
γ6-1.2294-3.63
γ71.03183.24
γ8-0.9905-3.48
γ90.80903.32
Estimation Period:
Nov 23, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts