Global X Nasdaq-100 Cove ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.00% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 12.04 | |
| 0.0250 | 3.38 | |
| 0.8959 | 205.67 | |
| 0.1052 | 9.68 |
Estimation Period:
Sep 14, 2011 to Feb 6, 2026
Sep 14, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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