Global X NASDAQ 100 Collar 95-110 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.98% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 9.50 | |
| 0.0167 | 3.17 | |
| 0.8862 | 111.90 | |
| 0.1035 | 5.93 |
Estimation Period:
Aug 26, 2021 to Feb 6, 2026
Aug 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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