Global S&P 500 IND Co CL ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.65% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1014 | 8.04 | |
| 0.1176 | 7.80 | |
| 0.8406 | 46.53 | |
| 0.0063 | 1.67 |
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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