Global X US Large CAP IN ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.03% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0970 | 3.68 | |
| 0.0984 | 3.48 | |
| 0.7620 | 12.56 | |
| 0.4859 | 0.48 | |
| 1.1819 | 0.84 | |
| -3.9005 | -5.12 | |
| 3.8375 | 5.98 | |
| -2.0092 | -3.21 | |
| 0.3697 | 0.82 |
Estimation Period:
Feb 6, 2020 to Feb 6, 2026
Feb 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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