Global S&P 500 IND Co CL ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.35% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0010 | -0.29 | |
| 0.1596 | 23.04 | |
| 0.9511 | 346.36 | |
| -0.1469 | -23.80 |
Estimation Period:
Dec 1, 2010 to Feb 6, 2026
Dec 1, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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