Global X US Large CAP IN ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.43% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 6.82 | |
| 0.0000 | 0.00 | |
| 0.9091 | 188.80 | |
| 0.1307 | 7.66 |
Estimation Period:
Feb 6, 2020 to Feb 6, 2026
Feb 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Global X US Large CAP IN ETF Analyses
Other GJR-GARCH Analyses on ETFs