Global X S&P 500 Quality Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.62% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 8.14 | |
| 0.0158 | 2.32 | |
| 0.8870 | 189.01 | |
| 0.1471 | 10.64 |
Estimation Period:
Jul 17, 2018 to Feb 13, 2026
Jul 17, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Global X S&P 500 Quality Dividend ETF Analyses
Other GJR-GARCH Analyses on ETFs