Global X Interest Rate Volatility & Inflation Hedge ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.54% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 2.46 | |
| 0.0491 | 5.43 | |
| 0.9564 | 259.40 | |
| -0.0283 | -2.03 |
Estimation Period:
Jul 6, 2022 to Feb 13, 2026
Jul 6, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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