Global X Shrt-Tm GVT PRM YLD GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.74% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0045 | 4.95 | |
| 0.1747 | 3.51 | |
| 0.7786 | 22.40 | |
| -0.1747 | -3.46 |
Estimation Period:
May 30, 2024 to Feb 6, 2026
May 30, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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