Global S&P 500 IND Co CL ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.83% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 16.63 | |
| 0.0038 | 0.89 | |
| 0.8552 | 197.83 | |
| 0.1983 | 19.25 |
Estimation Period:
Dec 1, 2010 to Feb 6, 2026
Dec 1, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Global S&P 500 IND Co CL ETF Analyses
Other GJR-GARCH Analyses on ETFs